27 citations · 74 across the 13 of their papers we have counts for
3 papers · 1 filter
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +77
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organ…
Optimal probabilistic forecasts: When do they work?
Gael M. Martin, Rubén Loaiza-Maya, David T. Frazier +2
Proper scoring rules are used to assess the out-of-sample accuracy of probabilistic forecasts, with different scoring rules rewarding distinct aspects of forecast performance. Here…
Computing Bayes: Bayesian Computation from 1763 to the 21st Century
Gael M. Martin, David T. Frazier, Christian P. Robert
The Bayesian statistical paradigm uses the language of probability to express uncertainty about the phenomena that generate observed data. Probability distributions thus characteri…