9 citations · 20 across the 11 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
stat.ME2015
Forecaster's Dilemma: Extreme Events and Forecast Evaluation
Sebastian Lerch, Thordis L. Thorarinsdottir, Francesco Ravazzolo +1
In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional fo…
stat.AP2015
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti, Roberto Casarin, Francesco Ravazzolo
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random ca…