Proper scoring rules, gradients, divergences, and entropies for paths and time series

Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates, a clinician might predict the behaviour of medical markers o...

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Manylion Llyfryddiaeth
Prif Awduron: Bonnier, P, Oberhauser, H
Fformat: Internet publication
Iaith:English
Cyhoeddwyd: 2021