17 citations · 36 across the 4 of their papers we have counts for
3 papers · 1 filter
Honest calibration assessment for binary outcome predictions
Timo Dimitriadis, Lutz Duembgen, Alexander Henzi +2
Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability , it should materialize wi…
Various New Inequalities for Beta Distributions
Alexander Henzi, Lutz Duembgen
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian…
Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
Alexander Henzi, Alexandre Moesching, Lutz Duembgen
In the context of estimating stochastically ordered distribution functions, the pool-adjacent-violators algorithm (PAVA) can be modified such that the computation times are reduced…