3 papers
econ.EM2026
Statistical Inference for Score Decompositions
Timo Dimitriadis, Marius Puke
We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable components: miscalibration, discrimina…
math.ST2026
Expected Kullback-Leibler-based characterizations of score-driven updates
Ramon de Punder, Timo Dimitriadis, Rutger-Jan Lange
Score-driven (SD) models are a standard tool in statistics and econometrics, with applications in hundreds of published articles in the past decade. We provide an information-theor…
stat.ME2025
Measuring Dependence between Events
Marc-Oliver Pohle, Timo Dimitriadis, Jan-Lukas Wermuth
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a contingency t…