3 papers
math.ST2025
Asymmetric Penalties Underlie Proper Loss Functions in Probabilistic Forecasting
Erez Buchweitz, João Vitor Romano, Ryan J. Tibshirani
Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point fo…
stat.ME2020
Two-Stage Regularization of Pseudo-Likelihood Estimators with Application to Time Series
Erez Buchweitz, Shlomo Ahal, Oded Papish +1
Estimators derived from score functions that are not the likelihood are in wide use in practical and modern applications. Their regularization is often carried by pseudo-posterior…
math.FA2017
Concentration between Lévy's inequality and the Poincaré inequality for log-concave densities
Erez Buchweitz
Given a suitably normalized we observe that the function , defined for , admits surprisingly strong concentration far…