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math.ST2025
Proper scoring rules for estimation and forecast evaluation
Kartik Waghmare, Johanna Ziegel
Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probabi…
math.ST2023★ 1 cited
Continuously Indexed Graphical Models
Kartik G. Waghmare, Victor M. Panaretos
Let be a real-valued Gaussian process indexed by a set . It can be thought of as an undirected graphical model with every random variable servi…
math.ST2021
The Completion of Covariance Kernels
Kartik G. Waghmare, Victor M. Panaretos
We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain of a rectangular domain to a covar…