Calibrated Predictive Distributions via Diagnostics for Conditional Coverage

Published in arXiv, 2022

Dey, B., Newman, J., Andrews, B. H., et al. 2021, arXiv:2205.14568.

We place our method (Dey et al. (2021)) for locally calibrating probability distribution functions (PDFs) on firm theoretical grounds. We demonstrate its use on photometric redshift data and for time-dependent tropical cyclone data.