Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
From MaRDI portal
Publication:1019101
DOI10.1007/s11749-008-0114-xzbMath1196.62091OpenAlexW1984925443WikidataQ50568272 ScholiaQ50568272MaRDI QIDQ1019101
Leonhard Held, Tilmann Gneiting, Eric P. Grimit, Nicholas A. Johnson, Larissa I. Stanberry
Publication date: 27 May 2009
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-008-0114-x
exchangeabilitycalibrationsharpnessprobability integral transformforecast verificationdensity forecastproper scoring ruleensemble postprocessingrank histogram
Multivariate analysis (62H99) Applications of statistics to environmental and related topics (62P12)
Related Items
Choice of generalized linear mixed models using predictive crossvalidation, Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs, Marginally Calibrated Deep Distributional Regression, Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations, Scaled Vecchia Approximation for Fast Computer-Model Emulation, Geostatistical Modelling Using Non-Gaussian Matérn Fields, Probabilistic Forecast Reconciliation under the Gaussian Framework, Bayesian non-parametric modeling for integro-difference equations, Global Sensitivity Analysis for Statistical Model Parameters, Copula calibration, Comparing and blending regional climate model predictions for the American Southwest, Imputation Scores, Optimal estimation versus MCMC for CO\(_2\) retrievals, Calibration tests for multivariate Gaussian forecasts, Probabilistic quantitative precipitation field forecasting using a two-stage spatial model, Wind energy: forecasting challenges for its operational management, Uncertainty quantification in complex simulation models using ensemble copula coupling, Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms, A Score Regression Approach to Assess Calibration of Continuous Probabilistic Predictions, Exceedance probability score: a novel measure for comparing probabilistic predictions, An Overview of Applications of Proper Scoring Rules, Calibration tests for count data
Cites Work
- Unnamed Item
- Unnamed Item
- On the shortest spanning subtree of a graph and the traveling salesman problem
- Descriptive statistics for multivariate distributions
- Projection pursuit
- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- Expected information as ecpected utility
- Bayesian computation and stochastic systems. With comments and reply.
- Coherent dispersion criteria for optimal experimental design
- General notions of statistical depth function.
- Scoring rules and the evaluation of probabilities. (With discussion)
- Universal residuals: a multivariate transformation
- Multivariate nonparametric tests
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Scoring Rules for Continuous Probability Distributions
- Partial non-Gaussian state space
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Probabilistic Forecasts, Calibration and Sharpness
- A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
- Elicitation of Personal Probabilities and Expectations
- Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center
- Remarks on a Multivariate Transformation
- Predictive Model Assessment for Count Data
- On the multivariate probability integral transformation