24 citations · 75 across the 6 of their papers we have counts for
6 papers
Enhancing the statistical evaluation of earthquake forecasts -- An application to Italy
Jonas R. Brehmer, Kristof Kraus, Tilmann Gneiting +2
Testing earthquake forecasts is essential to obtain scientific information on forecasting models and sufficient credibility for societal usage. We aim at enhancing the testing phas…
Comparative evaluation of point process forecasts
Jonas Brehmer, Tilmann Gneiting, Marcus Herrmann +3
Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept o…
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval
Jonas Brehmer, Tilmann Gneiting
We consider different types of predictive intervals and ask whether they are elicitable, i.e. are unique minimizers of a loss or scoring function in expectation. The equal-tailed i…
Why scoring functions cannot assess tail properties
Jonas Brehmer, Kirstin Strokorb
Motivated by the growing interest in sound forecast evaluation techniques with an emphasis on distribution tails rather than average behaviour, we investigate a fundamental questio…
Properization: Constructing Proper Scoring Rules via Bayes Acts
Jonas Brehmer, Tilmann Gneiting
Scoring rules serve to quantify predictive performance. A scoring rule is proper if truth telling is an optimal strategy in expectation. Subject to customary regularity conditions,…
Elicitability and its Application in Risk Management
Jonas Brehmer
Elicitability is a property of -valued functionals defined on a set of distribution functions. These functionals represent statistical properties of a distribution, f…