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Archive of posts tagged prediction

Calibration and sharpness?

I really liked this paper, and am curious what other people think before I base a grant application around applying Stan to this problem in a machine-learning context. Gneiting, T., Balabdaoui, F., & Raftery, A. E. (2007). Probabilistic forecasts, calibration and sharpness. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 69(2), 243–268. Gneiting […]