Thibault Modeste
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View article: Testing ideal calibration for sequential predictions
Testing ideal calibration for sequential predictions Open
Forecasts and their evaluation are major tasks in statistics. In real applications, forecasts often take the form of a dynamic process evolving over time and this sequential point of view must be taken into account. A strategy for forecast…
View article: Stone's theorem for distributional regression in Wasserstein distance
Stone's theorem for distributional regression in Wasserstein distance Open
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View article: Stone's theorem for distributional regression in Wasserstein distance
Stone's theorem for distributional regression in Wasserstein distance Open
We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights satisfying the conditions of Stone's theorem provide unive…