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math.ST2026
Assessing model calibration with boosting trees
Selim Gatti
The main goal in regression modelling consists in approximating the conditional mean of a response given a set of features. A regression function is said to be calibrated if the re…
math.ST2025
Calibration Bands for Mean Estimates within the Exponential Dispersion Family
Łukasz Delong, Selim Gatti, Mario V. Wüthrich
A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achieva…