Uncertainty Toolbox: a Python toolbox for predictive uncertainty quantification, calibration, metrics, and visualization
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Updated
Mar 5, 2025 - Python
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Uncertainty Toolbox: a Python toolbox for predictive uncertainty quantification, calibration, metrics, and visualization
Scoring rules like the Brier Score (Mean Squared Error, Quadratic Score) and Log Loss (Cross-Entropy, Negative Log-Likelihood, Logarithmic Score) can favor incorrect predictions. To address this limitation, the Probabilistic Brier Score (PBS) and Probabilistic Logarithmic Loss (PLL) have been introduced for probabilistic classifiers.
Verification Tools for the Statistical Postprocessing of Ensemble Forecasts
Code for the paper: "Simulation-Based Inference with Generative Neural Networks via Scoring Rule Minimization"
Simulations of "Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation", Pic et al. (2024+)
DiffeRential Evolution Adaptive Metropolis algorithm: MATLAB and Python Toolbox
Investigation of inflation of Integrated Brier Score for validation of survival models
Scoring Rules of Hydrograph Functionals
Examining properness of scoring rules in survival analysis
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