Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures

J Ziegel, D Ginsbourger, L Dümbgen - Bernoulli, 2024 - projecteuclid.org
We present new classes of positive definite kernels on non-standard spaces that are
integrally strictly positive definite or characteristic. In particular, we discuss radial kernels on …

Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures

J Ziegel, D Ginsbourger, L Dümbgen - arXiv preprint arXiv:2206.07588, 2022 - arxiv.org
We present new classes of positive definite kernels on non-standard spaces that are
integrally strictly positive definite or characteristic. In particular, we discuss radial kernels on …

Theory and methodology of scoring functions: tail properties, interval forecasts, and point processes

JR Brehmer - 2020 - madoc.bib.uni-mannheim.de
Scoring functions are decision-theoretically principled tools to quantify predictive
performance. A scoring function is strictly consistent for a statistical functional, eg the …