5 citations · 5 across the 3 of their papers we have counts for
4 papers
Generalized Conformal Predictive Systems Under Distributional Shifts
Jef Jonkers, Johanna Ziegel
Conformal predictive systems (CPS) output calibrated bands of CDFs under exchangeability. We extend generalized CPS to non-exchangeable settings by encoding distributional shifts t…
Efficient pooling of predictions via kernel embeddings
Sam Allen, David Ginsbourger, Johanna Ziegel
Probabilistic predictions are probability distributions over the set of possible outcomes. Such predictions quantify the uncertainty in the outcome, making them essential for effec…
Evaluating forecasts for high-impact events using transformed kernel scores
Sam Allen, David Ginsbourger, Johanna Ziegel
It is informative to evaluate a forecaster's ability to predict outcomes that have a large impact on the forecast user. Although weighted scoring rules have become a well-establish…
Bivariate distributions with ordered marginals
Sebastian Arnold, Ilya Molchanov, Johanna F. Ziegel
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are c…