28 citations · 90 across the 6 of their papers we have counts for
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stat.ML2024
Online Distributional Regression
Simon Hirsch, Jonathan Berrisch, Florian Ziel
Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain manag…
stat.ML2023★ 2 cited
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
Jonathan Berrisch, Florian Ziel
This paper presents a new method for combining (or aggregating or ensembling) multivariate probabilistic forecasts, considering dependencies between quantiles and marginals through…
stat.ML2021★ 22 cited
CRPS Learning
Jonathan Berrisch, Florian Ziel
Combination and aggregation techniques can significantly improve forecast accuracy. This also holds for probabilistic forecasting methods where predictive distributions are combine…