47 citations · 51 across the 7 of their papers we have counts for
8 papers
Survival Isotonic Distributional Regression
Martin Bladt, Alexander Henzi, Bram van den Heuvel +1
We introduce Survival-IDR (S-IDR), a nonparametric estimator of conditional survival distributions under order restrictions, extending Isotonic Distributional Regression (IDR; Henz…
In-sample calibration yields conformal calibration guarantees
Sam Allen, Georgios Gavrilopoulos, Alexander Henzi +2
Conformal prediction produces a set of predictions that has out-of-sample calibration guarantees by construction, under the assumption of exchangeability. In this work, we study th…
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-…
Sequentially valid tests for forecast calibration
Sebastian Arnold, Alexander Henzi, Johanna F. Ziegel
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monito…
Consistent estimation of distribution functions under increasing concave and convex stochastic ordering
Alexander Henzi
A random variable is said to be smaller than in the increasing concave stochastic order if for all increasing concave funct…
Valid sequential inference on probability forecast performance
Alexander Henzi, Johanna F. Ziegel
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical s…