2 citations · 5 across the 6 of their papers we have counts for
3 papers · 1 filter
Assessing Monotone Dependence: Area Under the Curve Meets Rank Correlation
Eva-Maria Walz, Andreas Eberl, Tilmann Gneiting
The assessment of monotone dependence between random variables is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measur…
Decompositions of the mean continuous ranked probability score
Sebastian Arnold, Eva-Maria Walz, Johanna Ziegel +1
The continuous ranked probability score (crps) is the most commonly used scoring rule in the evaluation of probabilistic forecasts for real-valued outcomes. To assess and rank fore…
Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-valued Model Output
Eva-Maria Walz, Alexander Henzi, Johanna Ziegel +1
How can we quantify uncertainty if our favorite computational tool - be it a numerical, a statistical, or a machine learning approach, or just any computer model - provides single-…