BerriJ/PHD-Presentation
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add pngs's to version control

Browse Source
This commit is contained in:
Jonathan Berrisch
2025-05-24 22:30:15 +02:00
parent 5c98bf64ae
commit 37f76d4f1d
12 changed files with 710 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
.gitignore vendored
View File

@@ -64,8 +64,6 @@ data/*
# Binary files
*.pdf
*.jpg
*.png
*.zip
*.gz
*.tar

687
apa-old-doi-prefix.csl Normal file
View File

@@ -0,0 +1,687 @@
<?xml version="1.0" encoding="utf-8"?>
<style xmlns="http://purl.org/net/xbiblio/csl" class="in-text" version="1.0" demote-non-dropping-particle="never">
<info>
<title>American Psychological Association 6th edition ("DOI:" DOI prefix)</title>
<title-short>APA</title-short>
<id>http://www.zotero.org/styles/apa-old-doi-prefix</id>
<link href="http://www.zotero.org/styles/apa-old-doi-prefix" rel="self"/>
<link href="http://owl.english.purdue.edu/owl/resource/560/01/" rel="documentation"/>
<author>
<name>Simon Kornblith</name>
<email>simon@simonster.com</email>
</author>
<contributor>
<name>Bruce D'Arcus</name>
</contributor>
<contributor>
<name>Curtis M. Humphrey</name>
</contributor>
<contributor>
<name>Richard Karnesky</name>
<email>karnesky+zotero@gmail.com</email>
<uri>http://arc.nucapt.northwestern.edu/Richard_Karnesky</uri>
</contributor>
<contributor>
<name>Sebastian Karcher</name>
</contributor>
<contributor>
<name> Brenton M. Wiernik</name>
<email>zotero@wiernik.org</email>
</contributor>
<category citation-format="author-date"/>
<category field="psychology"/>
<category field="generic-base"/>
<updated>2017-09-05T01:06:39+00:00</updated>
<rights license="http://creativecommons.org/licenses/by-sa/3.0/">This work is licensed under a Creative Commons Attribution-ShareAlike 3.0 License</rights>
</info>
<locale xml:lang="en">
<terms>
<term name="editortranslator" form="short">
<single>ed. &amp; trans.</single>
<multiple>eds. &amp; trans.</multiple>
</term>
<term name="translator" form="short">
<single>trans.</single>
<multiple>trans.</multiple>
</term>
</terms>
</locale>
<macro name="container-contributors">
<choose>
<if type="chapter paper-conference entry-dictionary entry-encyclopedia" match="any">
<group delimiter=", ">
<names variable="container-author" delimiter=", ">
<name and="symbol" initialize-with=". " delimiter=", "/>
<label form="short" prefix=" (" text-case="title" suffix=")"/>
</names>
<names variable="editor translator" delimiter=", ">
<name and="symbol" initialize-with=". " delimiter=", "/>
<label form="short" prefix=" (" text-case="title" suffix=")"/>
</names>
</group>
</if>
</choose>
</macro>
<macro name="secondary-contributors">
<choose>
<if type="article-journal chapter paper-conference entry-dictionary entry-encyclopedia" match="none">
<group delimiter=", " prefix=" (" suffix=")">
<names variable="container-author" delimiter=", ">
<name and="symbol" initialize-with=". " delimiter=", "/>
<label form="short" prefix=", " text-case="title"/>
</names>
<names variable="editor translator" delimiter=", ">
<name and="symbol" initialize-with=". " delimiter=", "/>
<label form="short" prefix=", " text-case="title"/>
</names>
</group>
</if>
</choose>
</macro>
<macro name="author">
<names variable="author">
<name name-as-sort-order="all" and="symbol" sort-separator=", " initialize-with="." delimiter=", " delimiter-precedes-last="always"/>
<label form="short" prefix=" (" suffix=")" text-case="capitalize-first"/>
<substitute>
<names variable="editor"/>
<names variable="translator"/>
<choose>
<if type="report">
<text variable="publisher"/>
<text macro="title"/>
</if>
<else>
<text macro="title"/>
</else>
</choose>
</substitute>
</names>
</macro>
<macro name="author-short">
<choose>
<if type="patent" variable="number" match="all">
<text macro="patent-number"/>
</if>
<else>
<names variable="author">
<name form="short" and="symbol" delimiter=", " initialize-with=". "/>
<substitute>
<names variable="editor"/>
<names variable="translator"/>
<choose>
<if type="report">
<text variable="publisher"/>
<text variable="title" form="short" font-style="italic"/>
</if>
<else-if type="legal_case">
<text variable="title" font-style="italic"/>
</else-if>
<else-if type="book graphic motion_picture song" match="any">
<text variable="title" form="short" font-style="italic"/>
</else-if>
<else-if type="bill legislation" match="any">
<text variable="title" form="short"/>
</else-if>
<else-if variable="reviewed-author">
<choose>
<if variable="reviewed-title" match="none">
<text variable="title" form="short" font-style="italic" prefix="Review of "/>
</if>
<else>
<text variable="title" form="short" quotes="true"/>
</else>
</choose>
</else-if>
<else>
<text variable="title" form="short" quotes="true"/>
</else>
</choose>
</substitute>
</names>
</else>
</choose>
</macro>
<macro name="patent-number">
<!-- genre: U.S. Patent number: 123,445-->
<group delimiter=" ">
<group delimiter=" ">
<text variable="genre"/>
<text term="issue" form="short" text-case="capitalize-first"/>
</group>
<text variable="number"/>
</group>
</macro>
<macro name="access">
<choose>
<if type="thesis report" match="any">
<choose>
<if variable="DOI" match="any">
<text variable="DOI" prefix="DOI: /"/>
</if>
<else-if variable="URL" match="any">
<group>
<text variable="URL"/>
</group>
</else-if>
<else-if variable="archive" match="any">
<group>
<text term="retrieved" text-case="capitalize-first" suffix=" "/>
<text term="from" suffix=" "/>
<text variable="archive" suffix="."/>
<text variable="archive_location" prefix=" (" suffix=")"/>
</group>
</else-if>
</choose>
</if>
<else>
<choose>
<if variable="DOI">
<text variable="DOI" prefix="DOI: "/>
</if>
<else>
<choose>
<if type="post post-weblog webpage" match="any">
<group delimiter=" ">
<text term="retrieved" text-case="capitalize-first" suffix=" "/>
<group>
<date variable="accessed" form="text" suffix=", "/>
</group>
<text term="from"/>
<text variable="URL"/>
</group>
</if>
<else>
<group>
<text variable="URL"/>
</group>
</else>
</choose>
</else>
</choose>
</else>
</choose>
</macro>
<macro name="title">
<choose>
<if type="book graphic manuscript motion_picture report song speech thesis" match="any">
<choose>
<if variable="version" type="book" match="all">
<!---This is a hack until we have a computer program type -->
<text variable="title"/>
</if>
<else>
<text variable="title" font-style="italic"/>
</else>
</choose>
</if>
<else-if variable="reviewed-author">
<choose>
<if variable="reviewed-title">
<group delimiter=" ">
<text variable="title"/>
<group delimiter=", " prefix="[" suffix="]">
<text variable="reviewed-title" font-style="italic" prefix="Review of "/>
<names variable="reviewed-author" delimiter=", ">
<label form="verb-short" suffix=" "/>
<name and="symbol" initialize-with=". " delimiter=", "/>
</names>
</group>
</group>
</if>
<else>
<!-- assume `title` is title of reviewed work -->
<group delimiter=", " prefix="[" suffix="]">
<text variable="title" font-style="italic" prefix="Review of "/>
<names variable="reviewed-author" delimiter=", ">
<label form="verb-short" suffix=" "/>
<name and="symbol" initialize-with=". " delimiter=", "/>
</names>
</group>
</else>
</choose>
</else-if>
<else-if type="patent" variable="number" match="all">
<text macro="patent-number" font-style="italic"/>
</else-if>
<else>
<text variable="title"/>
</else>
</choose>
</macro>
<macro name="title-plus-extra">
<text macro="title"/>
<choose>
<if type="report thesis" match="any">
<group prefix=" (" suffix=")" delimiter=", ">
<group delimiter=" ">
<choose>
<if variable="genre" match="any">
<text variable="genre"/>
</if>
<else>
<text variable="collection-title"/>
</else>
</choose>
<text variable="number" prefix="No. "/>
</group>
<group delimiter=" ">
<text term="version" text-case="capitalize-first"/>
<text variable="version"/>
</group>
<text macro="edition"/>
</group>
</if>
<else-if type="post-weblog webpage" match="any">
<text variable="genre" prefix=" [" suffix="]"/>
</else-if>
<else-if variable="version">
<group delimiter=" " prefix=" (" suffix=")">
<text term="version" text-case="capitalize-first"/>
<text variable="version"/>
</group>
</else-if>
</choose>
<text macro="format" prefix=" [" suffix="]"/>
</macro>
<macro name="format">
<choose>
<if match="any" variable="medium">
<text variable="medium" text-case="capitalize-first"/>
</if>
<else-if type="dataset" match="any">
<text value="Data set"/>
</else-if>
</choose>
</macro>
<macro name="publisher">
<choose>
<if type="report" match="any">
<group delimiter=": ">
<text variable="publisher-place"/>
<text variable="publisher"/>
</group>
</if>
<else-if type="thesis" match="any">
<group delimiter=", ">
<text variable="publisher"/>
<text variable="publisher-place"/>
</group>
</else-if>
<else-if type="patent">
<group delimiter=": ">
<text variable="publisher-place"/>
<choose>
<if variable="publisher">
<text variable="publisher"/>
</if>
<else>
<text variable="authority"/>
</else>
</choose>
</group>
</else-if>
<else-if type="post-weblog webpage" match="none">
<group delimiter=", ">
<choose>
<if variable="event version" type="speech motion_picture" match="none">
<!-- Including version is to avoid printing the programming language for computerProgram /-->
<text variable="genre"/>
</if>
</choose>
<choose>
<if type="article-journal article-magazine article-newspaper" match="none">
<group delimiter=": ">
<choose>
<if variable="publisher-place">
<text variable="publisher-place"/>
</if>
<else>
<text variable="event-place"/>
</else>
</choose>
<text variable="publisher"/>
</group>
</if>
</choose>
</group>
</else-if>
</choose>
</macro>
<macro name="event">
<choose>
<if variable="container-title" match="none">
<choose>
<if variable="event">
<choose>
<if variable="genre" match="none">
<text term="presented at" text-case="capitalize-first" suffix=" "/>
<text variable="event"/>
</if>
<else>
<group delimiter=" ">
<text variable="genre" text-case="capitalize-first"/>
<text term="presented at"/>
<text variable="event"/>
</group>
</else>
</choose>
</if>
<else-if type="speech">
<text variable="genre" text-case="capitalize-first"/>
</else-if>
</choose>
</if>
</choose>
</macro>
<macro name="issued">
<choose>
<if type="bill legal_case legislation" match="none">
<choose>
<if variable="issued">
<group prefix=" (" suffix=")">
<date variable="issued">
<date-part name="year"/>
</date>
<text variable="year-suffix"/>
<choose>
<if type="speech" match="any">
<date variable="issued">
<date-part prefix=", " name="month"/>
</date>
</if>
<else-if type="article-journal bill book chapter graphic legal_case legislation motion_picture paper-conference report song dataset" match="none">
<date variable="issued">
<date-part prefix=", " name="month"/>
<date-part prefix=" " name="day"/>
</date>
</else-if>
</choose>
</group>
</if>
<else-if variable="status">
<group prefix=" (" suffix=")">
<text variable="status"/>
<text variable="year-suffix" prefix="-"/>
</group>
</else-if>
<else>
<group prefix=" (" suffix=")">
<text term="no date" form="short"/>
<text variable="year-suffix" prefix="-"/>
</group>
</else>
</choose>
</if>
</choose>
</macro>
<macro name="issued-sort">
<choose>
<if type="article-journal bill book chapter graphic legal_case legislation motion_picture paper-conference report song dataset" match="none">
<date variable="issued">
<date-part name="year"/>
<date-part name="month"/>
<date-part name="day"/>
</date>
</if>
<else>
<date variable="issued">
<date-part name="year"/>
</date>
</else>
</choose>
</macro>
<macro name="issued-year">
<choose>
<if variable="issued">
<group delimiter="/">
<date variable="original-date" form="text"/>
<group>
<date variable="issued">
<date-part name="year"/>
</date>
<text variable="year-suffix"/>
</group>
</group>
</if>
<else-if variable="status">
<text variable="status"/>
<text variable="year-suffix" prefix="-"/>
</else-if>
<else>
<text term="no date" form="short"/>
<text variable="year-suffix" prefix="-"/>
</else>
</choose>
</macro>
<macro name="edition">
<choose>
<if is-numeric="edition">
<group delimiter=" ">
<number variable="edition" form="ordinal"/>
<text term="edition" form="short"/>
</group>
</if>
<else>
<text variable="edition"/>
</else>
</choose>
</macro>
<macro name="locators">
<choose>
<if type="article-journal article-magazine" match="any">
<group prefix=", " delimiter=", ">
<group>
<text variable="volume" font-style="bold"/>
<text variable="issue" prefix="(" suffix=")"/>
</group>
<text variable="page"/>
</group>
<choose>
<!--for advanced online publication-->
<if variable="issued">
<choose>
<if variable="page issue" match="none">
<text variable="status" prefix=". "/>
</if>
</choose>
</if>
</choose>
</if>
<else-if type="article-newspaper">
<group delimiter=" " prefix=", ">
<label variable="page" form="short"/>
<text variable="page"/>
</group>
</else-if>
<else-if type="book graphic motion_picture report song chapter paper-conference entry-encyclopedia entry-dictionary" match="any">
<group prefix=" (" suffix=")" delimiter=", ">
<choose>
<if type="report" match="none">
<!-- edition for report is included in title-plus-extra /-->
<text macro="edition"/>
</if>
</choose>
<choose>
<if variable="volume" match="any">
<group>
<text term="volume" form="short" text-case="capitalize-first" suffix=" "/>
<number variable="volume" form="numeric"/>
</group>
</if>
<else>
<group>
<text term="volume" form="short" plural="true" text-case="capitalize-first" suffix=" "/>
<number variable="number-of-volumes" form="numeric" prefix="1&#8211;"/>
</group>
</else>
</choose>
<group>
<label variable="page" form="short" suffix=" "/>
<text variable="page"/>
</group>
</group>
</else-if>
<else-if type="legal_case">
<group prefix=" (" suffix=")" delimiter=" ">
<text variable="authority"/>
<choose>
<if variable="container-title" match="any">
<!--Only print year for cases published in reporters-->
<date variable="issued" form="numeric" date-parts="year"/>
</if>
<else>
<date variable="issued" form="text"/>
</else>
</choose>
</group>
</else-if>
<else-if type="bill legislation" match="any">
<date variable="issued" prefix=" (" suffix=")">
<date-part name="year"/>
</date>
</else-if>
</choose>
</macro>
<macro name="citation-locator">
<group>
<choose>
<if locator="chapter">
<label variable="locator" form="long" text-case="capitalize-first"/>
</if>
<else>
<label variable="locator" form="short"/>
</else>
</choose>
<text variable="locator" prefix=" "/>
</group>
</macro>
<macro name="container">
<choose>
<if type="post-weblog webpage" match="none">
<group>
<choose>
<if type="chapter paper-conference entry-encyclopedia" match="any">
<text term="in" text-case="capitalize-first" suffix=" "/>
</if>
</choose>
<group delimiter=", ">
<text macro="container-contributors"/>
<text macro="secondary-contributors"/>
<text macro="container-title"/>
</group>
</group>
</if>
</choose>
</macro>
<macro name="container-title">
<choose>
<if type="article article-journal article-magazine article-newspaper" match="any">
<text variable="container-title" font-style="italic" text-case="title"/>
</if>
<else-if type="bill legal_case legislation" match="none">
<text variable="container-title" font-style="italic"/>
</else-if>
</choose>
</macro>
<macro name="legal-cites">
<choose>
<if type="legal_case" match="any">
<group prefix=", " delimiter=" ">
<choose>
<if variable="container-title">
<text variable="volume"/>
<text variable="container-title"/>
<group delimiter=" ">
<!--change to label variable="section" as that becomes available -->
<text term="section" form="symbol"/>
<text variable="section"/>
</group>
<text variable="page"/>
</if>
<else>
<text variable="number" prefix="No. "/>
</else>
</choose>
</group>
</if>
<else-if type="bill legislation" match="any">
<group delimiter=", " prefix=", ">
<choose>
<if variable="number">
<!--There's a public law number-->
<text variable="number" prefix="Pub. L. No. "/>
<group delimiter=" ">
<!--change to label variable="section" as that becomes available -->
<text term="section" form="symbol"/>
<text variable="section"/>
</group>
<group delimiter=" ">
<text variable="volume"/>
<text variable="container-title"/>
<text variable="page-first"/>
</group>
</if>
<else>
<group delimiter=" ">
<text variable="volume"/>
<text variable="container-title"/>
<!--change to label variable="section" as that becomes available -->
<text term="section" form="symbol"/>
<text variable="section"/>
</group>
</else>
</choose>
</group>
</else-if>
</choose>
</macro>
<macro name="original-date">
<choose>
<if variable="original-date">
<group prefix="(" suffix=")" delimiter=" ">
<!---This should be localized-->
<text value="Original work published"/>
<date variable="original-date" form="text"/>
</group>
</if>
</choose>
</macro>
<citation et-al-min="3" et-al-use-first="1" et-al-subsequent-min="3" et-al-subsequent-use-first="1" disambiguate-add-year-suffix="true" disambiguate-add-names="true" disambiguate-add-givenname="true" collapse="year" givenname-disambiguation-rule="primary-name">
<sort>
<key macro="author"/>
<key macro="issued-sort"/>
</sort>
<layout prefix="(" suffix=")" delimiter="; ">
<group delimiter=", ">
<text macro="author-short"/>
<text macro="issued-year"/>
<text macro="citation-locator"/>
</group>
</layout>
</citation>
<bibliography hanging-indent="true" et-al-min="8" et-al-use-first="6" et-al-use-last="true" entry-spacing="0" line-spacing="2">
<sort>
<key macro="author"/>
<key macro="issued-sort" sort="ascending"/>
<key macro="title"/>
</sort>
<layout>
<group suffix=".">
<group delimiter=". ">
<text macro="author"/>
<text macro="issued"/>
<text macro="title-plus-extra"/>
<text macro="container"/>
</group>
<text macro="legal-cites"/>
<text macro="locators"/>
<group delimiter=", " prefix=". ">
<text macro="event"/>
<text macro="publisher"/>
</group>
</group>
<text macro="access" prefix=" "/>
<text macro="original-date" prefix=" "/>
</layout>
</bibliography>
</style>

BIN
assets/allisonhorst/hiding.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 1.9 MiB

BIN
assets/allisonhorst/not_normal.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 250 KiB

BIN
assets/allisonhorst/the_beginning.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 923 KiB

BIN
assets/logos_combined.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 193 KiB

BIN
assets/mcrps_learning/profoc_langs.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 25 KiB

BIN
assets/mcrps_learning/web_pres.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 1.9 KiB

BIN
assets/voldep/frame.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 1.9 KiB

BIN
assets/web_pres.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 1.9 KiB

BIN
hemf_logo.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 35 KiB

50
index.qmd
View File

@@ -17,9 +17,13 @@ format:
smaller: true
fig-format: svg
slide-number: true
self-contained-math: true
crossrefs-hover: true
execute:
daemon: false
highlight-style: github
bibliography: assets/library.bib
csl: apa-old-doi-prefix.csl
---
## Outline
@@ -284,7 +288,7 @@ Each day, $t = 1, 2, ... T$
- The experts can be institutions, persons, or models
- The forecasts can be point-forecasts (i.e., mean or median) or full predictive distributions
- We do not need any assumptions concerning the underlying data
- `r Citet(my_bib, "cesa2006prediction")`
- @cesa2006prediction
:::
@@ -307,7 +311,7 @@ The cumulative regret:
- Indicates the predictive accuracy of the expert $k$ until time $t$.
- Measures how much the forecaster *regrets* not having followed the expert's advice
Popular loss functions for point forecasting `r Citet(my_bib, "gneiting2011making")`:
Popular loss functions for point forecasting @gneiting2011making:
:::: {.columns}
@@ -366,7 +370,7 @@ with $q\geq 2$ and $x_{+}$ the (vector) of positive parts of $x$.
## Optimality
In stochastic settings, the cumulative Risk should be analyezed `r Citet(my_bib, "wintenberger2017optimal")`:
In stochastic settings, the cumulative Risk should be analyezed @wintenberger2017optimal:
\begin{align}
\underbrace{\widetilde{\mathcal{R}}_t = \sum_{i=1}^t \mathbb{E}[\ell(\widetilde{X}_{i},Y_i)|\mathcal{F}_{i-1}]}_{\text{Cumulative Risk of Forecaster}} \qquad\qquad\qquad \text{ and } \qquad\qquad\qquad
@@ -411,7 +415,7 @@ The forecaster is asymptotically not worse than the best convex combination $\wi
Satisfying the convexity property \eqref{eq_opt_conv} comes at the cost of slower possible convergence.
According to `r Citet(my_bib, "wintenberger2017optimal")`, an algorithm has optimal rates with respect to selection \eqref{eq_opt_select} and convex aggregation \eqref{eq_opt_conv} if
According to @wintenberger2017optimal, an algorithm has optimal rates with respect to selection \eqref{eq_opt_select} and convex aggregation \eqref{eq_opt_conv} if
\begin{align}
\frac{1}{t}\left(\widetilde{\mathcal{R}}_t - \widehat{\mathcal{R}}_{t,\min} \right) & =
@@ -432,11 +436,11 @@ Algorithms can statisfy both \eqref{eq_optp_select} and \eqref{eq_optp_conv} dep
## Optimality
According to `r Citet(my_bib, "cesa2006prediction")` EWA \eqref{eq_ewa_general} satisfies the optimal selection convergence \eqref{eq_optp_select} in a deterministic setting if the:
According to @cesa2006prediction EWA \eqref{eq_ewa_general} satisfies the optimal selection convergence \eqref{eq_optp_select} in a deterministic setting if the:
- Loss $\ell$ is exp-concave
- Learning-rate $\eta$ is chosen correctly
Those results can be converted to stochastic iid settings `r Citet(my_bib, "kakade2008generalization")` `r Citet(my_bib, "gaillard2014second")`.
Those results can be converted to stochastic iid settings @kakade2008generalization, @gaillard2014second.
The optimal convex aggregation convergence \eqref{eq_optp_conv} can be satisfied by applying the kernel-trick. Thereby, the loss is linearized:
\begin{align}
@@ -465,7 +469,7 @@ We apply Bernstein Online Aggregation (BOA). It lets us weaken the exp-concavity
\label{eq_crps}
\end{align*}
It's strictly proper `r Citet(my_bib, "gneiting2007strictly")`.
It's strictly proper @gneiting2007strictly.
Using the CRPS, we can calculate time-adaptive weight $w_{t,k}$. However, what if the experts' performance is not uniform over all parts of the distribution?
@@ -513,7 +517,7 @@ For convex losses, BOAG satisfies that there exist a $C>0$ such that for $x>0$ i
1-e^{x}
\label{eq_boa_opt_conv}
\end{equation}
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *convex aggregation* \eqref{eq_optp_conv} `r Citet(my_bib, "wintenberger2017optimal")` .
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *convex aggregation* \eqref{eq_optp_conv} @wintenberger2017optimal.
The same algorithm satisfies that there exist a $C>0$ such that for $x>0$ it holds that
\begin{equation}
@@ -551,7 +555,7 @@ for all $x_1,x_2 \in \mathbb{R}$ and $t>0$ that
\mathbb{E}\left[ \left. \left( \alpha(\ell'(x_1, Y_t)(x_1 - x_2))^{2}\right)^{1/\beta} \right|\mathcal{F}_{t-1}\right]
\end{align*}
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *selection* \eqref{eq_optp_select} `r Citet(my_bib, "gaillard2018efficient")`.
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *selection* \eqref{eq_optp_select} @gaillard2018efficient.
:::
@@ -609,7 +613,7 @@ $\mathcal{Q}_p'' = f.$
Additionally, if $f$ is a continuous Lebesgue-density with $f\geq\gamma>0$ for some constant $\gamma>0$ on its support $\text{spt}(f)$ then
is $\mathcal{Q}_p$ is $\gamma$-strongly convex.
Strong convexity with $\beta=1$ implies **A2** `r fontawesome::fa("check", fill ="#ffa600")` `r Citet(my_bib, "gaillard2018efficient")`
Strong convexity with $\beta=1$ implies **A2** `r fontawesome::fa("check", fill ="#ffa600")` @gaillard2018efficient
:::
@@ -947,7 +951,7 @@ The simulation using the new DGP carried out for different algorithms (1000 runs
R_{t,k} & = R_{t-1,k}(1-\xi) + \ell(\widetilde{F}_{t},Y_i) - \ell(\widehat{F}_{t,k},Y_i) \label{eq_regret_forget}
\end{align*}
**Fixed Shares** `r Citet(my_bib, "herbster1998tracking")`
**Fixed Shares** @herbster1998tracking
- Adding fixed shares to the weights
- Shrinkage towards a constant solution
@@ -1457,7 +1461,7 @@ $$\widetilde{X}_{t}=\sum_{k=1}^K w_{t,k}\widehat{X}_{t,k}$$
- The experts can be institutions, persons, or models
- The forecasts can be point-forecasts (i.e., mean or median) or full predictive distributions
- We do not need any assumptions concerning the underlying data
- `r Citet(my_bib, "cesa2006prediction")`
- @cesa2006prediction
:::
@@ -1478,7 +1482,7 @@ The cumulative regret:
- Indicates the predictive accuracy of expert $k$ until time $t$.
- Measures how much the forecaster *regrets* not having followed the expert's advice
Popular loss functions for point forecasting `r Citet(my_bib, "gneiting2011making")`:
Popular loss functions for point forecasting @gneiting2011making:
:::: {.columns}
@@ -1517,7 +1521,7 @@ An appropriate loss:
\label{eq_crps}
\end{align*}
It's strictly proper `r Citet(my_bib, "gneiting2007strictly")`.
It's strictly proper @gneiting2007strictly.
Using the CRPS, we can calculate time-adaptive weights $w_{t,k}$. However, what if the experts' performance varies in parts of the distribution?
@@ -1550,9 +1554,9 @@ Using the CRPS, we can calculate time-adaptive weights $w_{t,k}$. However, what
Convergence rates of BOA are:
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *selection* `r Citet(my_bib, "gaillard2018efficient")`.
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *selection* @gaillard2018efficient.
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *convex aggregation* `r Citet(my_bib, "wintenberger2017optimal")`.
`r fontawesome::fa("arrow-right", fill ="#000000")` Almost optimal w.r.t *convex aggregation* @wintenberger2017optimal.
:::
@@ -1657,7 +1661,7 @@ knitr::include_graphics("assets/mcrps_learning/algorithm.svg")
#### Data
- Day-Ahead electricity price forecasts from `r Citet(my_bib, "marcjasz2022distributional")`
- Day-Ahead electricity price forecasts from @marcjasz2022distributional
- Produced using probabilistic neural networks
- 24-dimensional distributional forecasts
- Distribution assumptions: JSU and Normal
@@ -3119,18 +3123,10 @@ Accounting for heteroscedasticity or stabilizing the variance via log transforma
<img src="assets/voldep/frame.png">
</center>
`r fontawesome::fa("newspaper")` `r Citet(my_bib, "berrisch2023modeling")`
`r fontawesome::fa("newspaper")` @berrisch2023modeling
:::
::::
## References
::: {.scrollable}
```{r refs1, echo=FALSE, results="asis"}
PrintBibliography(my_bib, .opts = list(style = "text"))
```
::::
## References