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Calibration diagnostics for point process models via the probability integral transform
Calibration diagnostics point process models probability integral transform
2013/6/14
We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostics assess the calibration of the model and can detect inconsistenci...
Probabilistic temperature forecasting with statistical calibration in Hungary
Probabilistic temperature forecasting with statistical calibration in Hungary
2013/4/27
Weather forecasting is mostly based on the outputs of deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result in forecast ensembles w...
Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
Multi-Factor Commodity Spot Price Stochastic Volatility Milstein Adaptive Markov chain Monte Carlo Particle filter Rao-Blackwellization
2011/6/21
We examine a general multi-factor model for commodity spot prices and futures valuation. We extend
the multi-factor long-short model in [1] and [2] in two important aspects: firstly we allow for both...
Accounting for Calibration Uncertainties in X-ray Analysis: Effective Areas in Spectral Fitting
Accounting for Calibration Uncertainties Effective Areas in Spectral Fitting X-ray Analysis
2011/3/25
While considerable advance has been made to account for statistical uncertainties in astronomical analyses, systematic instrumental uncertainties have been generally ignored. This can be crucial to a ...
On calibration of design weights
Calibration Linear regression estimator GREG Estimation of total andvariance
2010/3/18
In the present investigation, we build a bridge between the generalized regression
(GREG) estimator due to Deville and Sarndal (1992) and the linear regression estimator
due to Hansen, Hurwitz and M...
Estimating radiocarbon calibration curves
radiocarbon calibration curves archaeological chronologies
2009/9/22
In addition to being crucial to the establishment of archaeological
chronologies, radiocarbon datingis vitaltotheestablishmentof timelines for many
Holocene and late Pleistocene palaeoclimatic stud...
Coherence and calibration: comments on subjectivity and "objectivity" in Bayesian analysis(Comment on Articles by Berger and by Goldstein)
Meta-analysis out-of-sample predictive calibration
2009/9/21
In this contribution to the discussion of Th case for objective
Bayesian analysis by James Berger and Sujective Bayesian analysis: princi-
ples and practice by Michael Goldstein, I argue that (a) al...
Bayesian nonparametric estimation of the radiocarbon calibration curve
Gaussian process archaeology chronology building cross-validation
2009/9/21
The process of calibrating radiocarbon determinations onto the cal-
endar scale involves, as a rst stage, the estimation of the relationship between
calendar and radiocarbon ages (the radiocarbon ca...
Reference Analysis for the p-Dimensional Linear Calibration Problem
Reference Analysis Calibration Problem
2009/9/17
Reference Analysis for the p-Dimensional Linear Calibration Problem。
On a conjectured sharpness principle for probabilistic forecasting with calibration
sharpness principle probabilistic forecasting calibration
2010/3/18
This note proves a weak type of the sharpness principle as conjectured
by Gneiting, Balabdaoui, and Raftery [9] in connection with probabilistic
forecasting subject to calibration constraints. A str...