Econometrics, economics, finance, random rants.

Econometrics, economics, finance, random rants...

Sunday, March 21, 2021

The Latest in Probability Forecast Evaluation

VERY nice and useful paper in the Proceedings of the National Academy by Tilmann Gneiting et al.: "Stable reliability diagrams for probabilistic classifiers", https://doi.org/10.1073/pnas.2016191118.  Supplement: https://www.pnas.org/content/pnas/suppl/2021/02/17/2016191118.DCSupplemental/pnas.2016191118.sapp.pdf.

(Significantly-revised version of "Evaluating probabilistic classifiers: Reliability diagrams and score decompositions revisited“, https://arxiv.org/pdf/2008.03033.pdf.)


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