[Forum SIS] seminar: "Validation of point process predictions with proper scoring rules", ​Thordis Thorarinsdottir Dec 10

[Umberto Picchini]

You are welcome to the next Statistics seminar at Dept of Mathematical 
Sciences at Chalmers and Göteborg University.

We are very glad to have, on Friday December 10,​Thordis L. 
Thorarinsdottir <https://nr.no/ansatte/thordis-l-thorarinsdottir/> 
(Norwegian Computing Centre) who will talk of:

/"Validation of point process predictions with proper scoring rules"/
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/thordis-l-thorarinsdottir///*Abstract:* In prediction settings, model 
validation methods are needed to rank competing models according to 
their predictive performance. Such rankings are typically obtained by 
proper scoring rules. A challenge for applying known scoring rules to 
point process predictions is that mathematical properties, such as 
densities or moment measures, are intractable for many point process 
models. We introduce a class of proper scoring rules for evaluating 
point process predictions based on summary statistics. These scoring 
rules rely on Monte-Carlo approximations of expectations and can 
therefore easily be evaluated for any point process model that can be 
simulated. The scoring rules allow for evaluating the calibration of a 
model to specific aspects of a point process, such as its spatial 
distribution or tendency towards clustering. //
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*Feel free to spread this announcement in your network.*
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*Where*: https://chalmers.zoom.us/j/63127220957
  Password: 799205
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*When*: Friday 10 December at 14.00-15.00 (Swedish time).
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_________________________________________________________
Umberto Picchini, Associate Professor, PhD, Docent
https://umbertopicchini.github.io/  , twitter: @uPicchini
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