vi segnalo il seguente seminario della serie dei MOX COLLOQUIA:
05.03.26 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano
Speaker: Prof. Tilmann Gneiting, Karlsruhe Institute of Technology
Titolo: Assessing Monotone Dependence - with Applications to Weather Prediction
Abstract:
The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under strictly increasing transformations
of the margins, with the extant literature being splintered. Rank correlation coefficients, such as Spearman's rho and Kendall's tau, have been studied at great length in the statistical literature, mostly under the assumption that $X$ and $Y$ are continuous.
In the case of a dichotomous outcome $Y$, receiver operating characteristic (ROC) analysis and the asymmetric area under the ROC curve (AUC) measure are used to assess monotone dependence of $Y$ on a predictor $X$. In this talk I demonstrate that the two
thus far disconnected strands of literature can be unified and bridged, by developing common population level theory, common estimators, and common tests that apply to all types of linearly ordered outcomes. In a case study, we assess recent progress in artificial
intelligence based weather prediction (AIWP) versus traditional numerical weather prediction (NWP). The talk is based on joint work with Eva-Maria Walz and Andreas Eberl.
Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni.
Seguirà rinfresco presso il Dipartimento di Matematica.
Cordiali saluti,
Laura Sangalli
——
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
(+39) 02 2399 4554
laura.sangalli@polimi.it https://sangalli.faculty.polimi.it