5 citations · 5 across the 8 of their papers we have counts for
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Uncertainty Quantification in Forecast Comparisons
Marc-Oliver Pohle, Tanja Zahn, Sebastian Lerch
Skill scores, which measure the relative improvement of a forecasting method over a benchmark via consistent scoring functions and proper scoring rules, are a standard tool in fore…
Asymptotic Inference for Rank Correlations
Marc-Oliver Pohle, Jan-Lukas Wermuth, Christian H. Weiß
Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental r…
Measuring Dependence between Events
Marc-Oliver Pohle, Timo Dimitriadis, Jan-Lukas Wermuth
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a contingency t…
Generalised Covariances and Correlations
Tobias Fissler, Marc-Oliver Pohle
The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other st…
The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation
Marc-Oliver Pohle
I provide a unifying perspective on forecast evaluation, characterizing accurate forecasts of all types, from simple point to complete probabilistic forecasts, in terms of two fund…