activity
20012025
most citedStochastic models which separate fractal dimension and Hurst effect

449 citations · 2.1k across the 35 of their papers we have counts for

collaborators

40 papers

stat.ME2025

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…

stat.AP2025★ 1 cited

Probabilistic measures afford fair comparisons of AIWP and NWP model output

Tilmann Gneiting, Tobias Biegert, Kristof Kraus +3

We introduce a new measure for fair and meaningful comparisons of single-valued output from artificial intelligence based weather prediction (AIWP) and numerical weather prediction…

stat.AP2024★ 6 cited

Enhancing the statistical evaluation of earthquake forecasts -- An application to Italy

Jonas R. Brehmer, Kristof Kraus, Tilmann Gneiting +2

Testing earthquake forecasts is essential to obtain scientific information on forecasting models and sufficient credibility for societal usage. We aim at enhancing the testing phas…

physics.ao-ph2024

Physics-based vs. data-driven 24-hour probabilistic forecasts of precipitation for northern tropical Africa

Eva-Maria Walz, Peter Knippertz, Andreas H. Fink +2

Numerical weather prediction (NWP) models struggle to skillfully predict tropical precipitation occurrence and amount, calling for alternative approaches. For instance, it has been…

stat.ME2023★ 2 cited

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…

stat.ME2023★ 3 cited

Evaluating Probabilistic Classifiers: The Triptych

Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan +1

Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating an…