Distributional regression: CRPS-error bounds for model fitting and model selection (part 1)
Orateur : Clément Dombry (LmB, Besançon) Distributional regression aims at estimating the conditional distribution of a target variable given explanatory co-variates. It is a crucial tool for forecasting of the target variable together with uncertainty quantification. A popular method widely used in practice consists in fitting a parametric model via…