Calibrated Predictive Distributions via Diagnostics for Conditional Coverage
Published in arXiv, 2022
Dey, B., Zhao, D., Newman, J., Andrews, B. H., et al. 2022, 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.