449 citations · 2.1k across the 35 of their papers we have counts for
10 papers · 1 filter
Comparative evaluation of point process forecasts
Jonas Brehmer, Tilmann Gneiting, Marcus Herrmann +3
Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept o…
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval
Jonas Brehmer, Tilmann Gneiting
We consider different types of predictive intervals and ask whether they are elicitable, i.e. are unique minimizers of a loss or scoring function in expectation. The equal-tailed i…
Properization: Constructing Proper Scoring Rules via Bayes Acts
Jonas Brehmer, Tilmann Gneiting
Scoring rules serve to quantify predictive performance. A scoring rule is proper if truth telling is an optimal strategy in expectation. Subject to customary regularity conditions,…
When is the mode functional the Bayes classifier?
Tilmann Gneiting
In classification problems, the mode of the conditional probability distribution, i.e., the most probable category, is the Bayes classifier under zero-one or misclassification loss…
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings
Werner Ehm, Tilmann Gneiting, Alexander Jordan +1
In the practice of point prediction, it is desirable that forecasters receive a directive in the form of a statistical functional, such as the mean or a quantile of the predictive…
The affinely invariant distance correlation
Johannes Dueck, Dominic Edelmann, Tilmann Gneiting +1
Székely, Rizzo and Bakirov (Ann. Statist. 35 (2007) 2769-2794) and Székely and Rizzo (Ann. Appl. Statist. 3 (2009) 1236-1265), in two seminal papers, introduced the powerful concep…