Ziegel, Johanna

1. Evaluating forecasts for high-impact events using transformed kernel scores
   2022/02/25 by Sam Allen, David Ginsbourger, Allen, Sam +3 · 7 citations
   Earth and Planetary Sciences · Environmental Science · #Meteorological Phenomena and Simulations #Flood Risk Assessment and Management #Hydrology and Drought Analysis
2. Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-valued Model Output
   2022/12/16 by Walz, Eva-Maria, Henzi, Alexander, Ziegel, Johanna +1 · 3 citations
   #FOS: Computer and information sciences #Methodology (stat.ME)
3. Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
   2022/06/15 by Johanna F. Ziegel, David Ginsbourger, Ziegel, Johanna +3 · 2 citations
   Mathematics · #Advanced Harmonic Analysis Research #Analytic and geometric function theory #Advanced Banach Space Theory
4. Decompositions of the mean continuous ranked probability score
   2023/11/23 by Sebastian J. Arnold, Eva‐Maria Walz, Arnold, Sebastian +5 · 3 citations
   Decision Sciences · Environmental Science · #Decision-Making and Behavioral Economics #FOS: Computer and information sciences #Forecasting Techniques and Applications #Hydrology and Drought Analysis #Methodology (stat.ME)
5. Anytime-valid sequential testing for elicitable functionals via supermartingales
   2022/04/12 by Philippe Casgrain, Casgrain, Philippe, Martin Larsson +3 · 2 citations
   Mathematics · Computer Science · Decision Sciences · #Statistical Methods and Inference #Distributed Sensor Networks and Detection Algorithms #Advanced Bandit Algorithms Research
6. E-backtesting
   2022/08/27 by Qiuqi Wang, Wang, Qiuqi, Ruodu Wang +3 · 2 citations
   Decision Sciences · #Advanced Statistical Process Monitoring #Risk and Portfolio Optimization #Forecasting Techniques and Applications
7. Proper scoring rules for estimation and forecast evaluation
   2025/04/02 by Waghmare, Kartik, Ziegel, Johanna · 6 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Statistics Theory (math.ST)
8. Isotonic Recalibration under a Low Signal-to-Noise Ratio
   2023/01/06 by Wüthrich, Mario V., Ziegel, Johanna · 2 citations
   #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
9. Sequential model confidence sets
   2024/04/29 by Arnold, Sebastian, Gavrilopoulos, Georgios, Schulz, Benedikt +1 · 3 citations
   #FOS: Computer and information sciences #Methodology (stat.ME)
10. In-sample calibration yields conformal calibration guarantees
    2025/03/05 by Sam Allen, Georgios Gavrilopoulos, Allen, Sam +7 · 3 citations
    Economics, Econometrics and Finance · Decision Sciences · Mathematics · #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Statistical Methods and Inference
11. A safe Hosmer-Lemeshow test
    2022/03/01 by Henzi, Alexander, Puke, Marius, Dimitriadis, Timo +1 · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
12. Assessing the calibration of multivariate probabilistic forecasts
    2023/07/11 by Allen, Sam, Ziegel, Johanna, Ginsbourger, David · 1 citation
    #Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME)
13. Isotonic conditional laws
    2023/07/18 by Sebastian Arnold, Arnold, Sebastian, Johanna F. Ziegel +1 · 1 citation
    Computer Science · Decision Sciences · #Bayesian Modeling and Causal Inference #FOS: Mathematics #Risk and Portfolio Optimization #Rough Sets and Fuzzy Logic #Statistics Theory (math.ST)