Asymmetric Penalties Underlie Proper Loss Functions in Probabilistic Forecasting
Fuente:
arXiv
Guardado en:
| Autores principales: | Buchweitz, Erez, Romano, João Vitor, Tibshirani, Ryan J. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Unifying Different Theories of Conformal Prediction
por: Barber, Rina Foygel, et al.
Publicado: (2025)
por: Barber, Rina Foygel, et al.
Publicado: (2025)
Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation
por: Pic, Romain, et al.
Publicado: (2024)
por: Pic, Romain, et al.
Publicado: (2024)
Two-Sample Testing with a Graph-Based Total Variation Integral Probability Metric
por: Green, Alden, et al.
Publicado: (2024)
por: Green, Alden, et al.
Publicado: (2024)
Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent
por: Patil, Pratik, et al.
Publicado: (2024)
por: Patil, Pratik, et al.
Publicado: (2024)
Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques
por: Oliveira, Natalia L., et al.
Publicado: (2021)
por: Oliveira, Natalia L., et al.
Publicado: (2021)
Unbiased Test Error Estimation in the Poisson Means Problem via Coupled Bootstrap Techniques
por: Oliveira, Natalia L., et al.
Publicado: (2022)
por: Oliveira, Natalia L., et al.
Publicado: (2022)
Optimal Ridge Regularization for Out-of-Distribution Prediction
por: Patil, Pratik, et al.
Publicado: (2024)
por: Patil, Pratik, et al.
Publicado: (2024)
Revisiting Optimism and Model Complexity in the Wake of Overparameterized Machine Learning
por: Patil, Pratik, et al.
Publicado: (2024)
por: Patil, Pratik, et al.
Publicado: (2024)
Split Conformal Prediction and Non-Exchangeable Data
por: Oliveira, Roberto I., et al.
Publicado: (2022)
por: Oliveira, Roberto I., et al.
Publicado: (2022)
Multivariate Trend Filtering for Lattice Data
por: Sadhanala, Veeranjaneyulu, et al.
Publicado: (2021)
por: Sadhanala, Veeranjaneyulu, et al.
Publicado: (2021)
Gradient Equilibrium in Online Learning: Theory and Applications
por: Angelopoulos, Anastasios N., et al.
Publicado: (2025)
por: Angelopoulos, Anastasios N., et al.
Publicado: (2025)
Conditional Forecasts and Proper Scoring Rules for Reliable and Accurate Performative Predictions
por: Boeken, Philip, et al.
Publicado: (2025)
por: Boeken, Philip, et al.
Publicado: (2025)
Sample-Efficient Omniprediction for Proper Losses
por: Gibbs, Isaac, et al.
Publicado: (2025)
por: Gibbs, Isaac, et al.
Publicado: (2025)
Basic Inequalities for First-Order Optimization with Applications to Statistical Risk Analysis
por: Paik, Seunghoon, et al.
Publicado: (2025)
por: Paik, Seunghoon, et al.
Publicado: (2025)
Decomposing Probabilistic Scores: Reliability, Information Loss and Uncertainty
por: Charpentier, Arthur, et al.
Publicado: (2026)
por: Charpentier, Arthur, et al.
Publicado: (2026)
Cross-validation: what does it estimate and how well does it do it?
por: Bates, Stephen, et al.
Publicado: (2021)
por: Bates, Stephen, et al.
Publicado: (2021)
Degrees of Freedom in Penalized Regression: Model Selection with Adaptive Penalties
por: Bernardi, Mauro, et al.
Publicado: (2025)
por: Bernardi, Mauro, et al.
Publicado: (2025)
Latent Gaussian and Hüsler--Reiss Graphical Models with Golazo Penalty
por: Rodríguez, Ignacio Echave-Sustaeta, et al.
Publicado: (2024)
por: Rodríguez, Ignacio Echave-Sustaeta, et al.
Publicado: (2024)
Asymmetric Space-Time Covariance Functions via Hierarchical Mixtures
por: Ma, Pulong
Publicado: (2025)
por: Ma, Pulong
Publicado: (2025)
Ratio-based Loss Functions
por: Helgerth, Lena, et al.
Publicado: (2026)
por: Helgerth, Lena, et al.
Publicado: (2026)
Proper scoring rules for estimation and forecast evaluation
por: Waghmare, Kartik, et al.
Publicado: (2025)
por: Waghmare, Kartik, et al.
Publicado: (2025)
Understanding Aggregations of Proper Learners in Multiclass Classification
por: Asilis, Julian, et al.
Publicado: (2024)
por: Asilis, Julian, et al.
Publicado: (2024)
An Equivalence between Bayesian Priors and Penalties in Variational Inference
por: Wolinski, Pierre, et al.
Publicado: (2020)
por: Wolinski, Pierre, et al.
Publicado: (2020)
An Optimal Linear Fusion Estimation Algorithm of Reduced Dimension for T-Proper Systems with Multiple Packet Dropouts
por: Fernández-Alcalá, Rosa M., et al.
Publicado: (2024)
por: Fernández-Alcalá, Rosa M., et al.
Publicado: (2024)
Properly constrained reference priors decay rates for efficient and robust posterior inference
por: Van Biesbroeck, Antoine
Publicado: (2024)
por: Van Biesbroeck, Antoine
Publicado: (2024)
The Central Role of the Loss Function in Reinforcement Learning
por: Wang, Kaiwen, et al.
Publicado: (2024)
por: Wang, Kaiwen, et al.
Publicado: (2024)
Probabilistic PCA on tensors
por: Zhen, Yaoming, et al.
Publicado: (2025)
por: Zhen, Yaoming, et al.
Publicado: (2025)
Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
por: Chetverikov, Denis, et al.
Publicado: (2021)
por: Chetverikov, Denis, et al.
Publicado: (2021)
Copy-composition for Probabilistic Graphical Models
por: Smithe, Toby St Clere
Publicado: (2024)
por: Smithe, Toby St Clere
Publicado: (2024)
Iterative Reweighted Framework Based Algorithms for Sparse Linear Regression with Generalized Elastic Net Penalty
por: Ding, Yanyun, et al.
Publicado: (2024)
por: Ding, Yanyun, et al.
Publicado: (2024)
Federated Optimization of Smooth Loss Functions
por: Jadbabaie, Ali, et al.
Publicado: (2022)
por: Jadbabaie, Ali, et al.
Publicado: (2022)
Asymmetric conformal prediction with penalized kernel sum-of-squares
por: Allain, Louis, et al.
Publicado: (2026)
por: Allain, Louis, et al.
Publicado: (2026)
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
por: Vera-Valdés, J. Eduardo
Publicado: (2018)
por: Vera-Valdés, J. Eduardo
Publicado: (2018)
Theoretical Analysis of Leave-one-out Cross Validation for Non-differentiable Penalties under High-dimensional Settings
por: Zou, Haolin, et al.
Publicado: (2024)
por: Zou, Haolin, et al.
Publicado: (2024)
Proper effective temperature and order parameters in relativistic non-equilibrium steady states
por: Nakamura, Shin, et al.
Publicado: (2025)
por: Nakamura, Shin, et al.
Publicado: (2025)
Spread Complexity Rate as Proper Momentum
por: Caputa, Pawel, et al.
Publicado: (2024)
por: Caputa, Pawel, et al.
Publicado: (2024)
On Expectation Propagation and the Probabilistic Editor in some simple mixture problems
por: Hjort, Nils Lid, et al.
Publicado: (2026)
por: Hjort, Nils Lid, et al.
Publicado: (2026)
A possibility-theoretic solution to Basu's Bayesian--frequentist via media
por: Martin, Ryan
Publicado: (2023)
por: Martin, Ryan
Publicado: (2023)
Asymmetric GARCH modelling without moment conditions
por: Tao, Yuxin, et al.
Publicado: (2024)
por: Tao, Yuxin, et al.
Publicado: (2024)
Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness
por: Babii, Andrii, et al.
Publicado: (2020)
por: Babii, Andrii, et al.
Publicado: (2020)
Ejemplares similares
-
Unifying Different Theories of Conformal Prediction
por: Barber, Rina Foygel, et al.
Publicado: (2025) -
Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation
por: Pic, Romain, et al.
Publicado: (2024) -
Two-Sample Testing with a Graph-Based Total Variation Integral Probability Metric
por: Green, Alden, et al.
Publicado: (2024) -
Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent
por: Patil, Pratik, et al.
Publicado: (2024) -
Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques
por: Oliveira, Natalia L., et al.
Publicado: (2021)