Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
From MaRDI portal
Publication:6062232
DOI10.1137/22m1532184zbMath1527.62003arXiv2202.12732OpenAlexW4385949746MaRDI QIDQ6062232
Sam D. Allen, Johanna F. Ziegel, David Ginsbourger
Publication date: 30 November 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.12732
Applications of statistics to environmental and related topics (62P12) Prediction theory (aspects of stochastic processes) (60G25) General considerations in statistical decision theory (62C05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Making and Evaluating Point Forecasts
- Distance covariance in metric spaces
- Energy statistics: a class of statistics based on distances
- Likelihood-based scoring rules for comparing density forecasts in tails
- The geometry of proper scoring rules
- Focusing on regions of interest in forecast evaluation
- Forecaster's dilemma: extreme events and forecast evaluation
- Why scoring functions cannot assess tail properties
- Ensemble forecasting
- Strictly proper kernel scores and characteristic kernels on compact spaces
- Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
- Geostatistics
- Scoring Rules for Continuous Probability Distributions
- Kernel Mean Embedding of Distributions: A Review and Beyond
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Using Proper Divergence Functions to Evaluate Climate Models
- Probabilistic Forecasts, Calibration and Sharpness
- Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model
- Uncertainty quantification in complex simulation models using ensemble copula coupling
This page was built for publication: Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores