Post-hoc isotonic regression calibration for deep Cox survival models that improves calibration with theoretical guarantees including double-robustness and asymptotic calibration.
Econometric Society Monographs
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A post-processing pipeline applied to ECMWF subseasonal ensembles produces calibrated daily wind power forecasts for France that improve on climatology by 5-15% in CRPS up to 16 days ahead.
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Isotonic Survival Regression: Calibrated Survival Distributions from Deep Cox Models
Post-hoc isotonic regression calibration for deep Cox survival models that improves calibration with theoretical guarantees including double-robustness and asymptotic calibration.
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Achieving Skilled and Reliable Daily Probabilistic Forecasts of Wind Power at Subseasonal-to-Seasonal Timescales over France
A post-processing pipeline applied to ECMWF subseasonal ensembles produces calibrated daily wind power forecasts for France that improve on climatology by 5-15% in CRPS up to 16 days ahead.