[Statlist] Research Seminar in Statistics | *FRIDAY 8 December 2023* | GSEM, University of Geneva

[gsem-support-instituts]

Dear all,

We are pleased to invite you to our next Research Seminar, organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics
< https://www.unige.ch/gsem/en/research/institutes/rcs/team/ >.

FRIDAY 8 DECEMBER 2023, at 11:15 am, Uni Mail M 5220 & Online
Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09
Meeting ID: 929 2433 2087
Passcode: 399192

Isotonic Distributional Regression and CRPS Decompositions
Professor Johanna ZIEGEL, University of Bern, Italy
< https://www.imsv.unibe.ch/about_us/staff/prof_dr_ziegel_johanna/index_eng.html >

ABSTRACT:
Isotonic distributional regression (IDR) is a nonparametric distributional regression approach under a monotonicity constraint. It has found application as a generic method for uncertainty quantification, in statistical postprocessing of weather forecasts, and in distributional single index models. IDR has favorable calibration and optimality properties in finite samples. Furthermore, it has an interesting population counterpart called isotonic conditional laws that generalize conditional distributions with respect to $\sigma$-algebras to conditional distributions with respect to $\sigma$-lattices. In this talk, an overview of the theory is presented. Furthermore, it is shown how IDR can be used to decompose the mean CRPS for assessing the predictive performance of models with regards to their calibration and discrimination ability.

> View the Research Seminar agenda: < https://www.unige.ch/gsem/en/research/seminars/rcs/ >

Regards,
Laura

Laura Ferreira da Silva
Communications Assistant
mailto:gsem-support-instituts using unige.ch