2 papers
stat.ME2023
Angular Combining of Forecasts of Probability Distributions
James W. Taylor, Xiaochun Meng
When multiple forecasts are available for a probability distribution, forecast combining enables a pragmatic synthesis of the information to extract the wisdom of the crowd. The li…
stat.ME2021
Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules
Carol Alexander, Michael Coulon, Yang Han +1
Proper scoring rules are commonly applied to quantify the accuracy of distribution forecasts. Given an observation they assign a scalar score to each distribution forecast, with th…