Articles by Achim Zeileis

Minimum CRPS vs. maximum likelihood

December 16, 2018 | Achim Zeileis

In a new paper in Monthly Weather Review, minimum CRPS and maximum likelihood estimation are compared for fitting heteroscedastic (or nonhomogenous) regression models under different response distributions. Minimum CRPS is more robust to dist...
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Thunderstorm forecasting with GAMs

September 15, 2018 | Achim Zeileis

Boosted binary generalized additive models (GAMs) with stability selection and corresponding MCMC-based credibility intervals are discussed in a new MWR paper as a probabilistic forecasting method for the occurrence of thunderstorms. ...
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MPT trees published in BRM

August 26, 2018 | Achim Zeileis

Multinomial processing trees are recursively partitioned to capture heterogeneity in latent cognitive processing steps. Accompanied by the R function mpttree in the psychotree package, combining partykit::mob and psychotools::mpt. ...
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Clustered Covariances in sandwich 2.5-0

August 19, 2018 | Achim Zeileis

Version 2.5-0 of the R package 'sandwich' is available from CRAN now with enhanced object-oriented clustered covariances (for lm, glm, survreg, polr, hurdle, zeroinfl, betareg, ...). The software and corresponding vignette have been improved ...
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Evaluation of the 2018 FIFA World Cup Forecast

July 22, 2018 | Achim Zeileis

A look back the 2018 FIFA World Cup in Russia to check whether our tournament forecast based on the bookmaker consensus model was any good... How surprising was the tournament? Last week France won the 2018 FIFA World Cup in a match against Croatia in Russia, thus delivering an entertaining final to ... [Read more...]

Sankey Diagram for the 2018 FIFA World Cup Forecast

June 10, 2018 | Achim Zeileis

The probabilistic forecast from the bookmaker consensus model for the 2018 FIFA World Cup is visualized in an interactive Sankey diagram, highlighting the teams' most likely progress through the tournament. Bookmaker consensus model Two weeks ago we published our Probabilistic Forecast for the 2018 FIFA World Cup: By adjusting quoted bookmakers’ odds ...
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Probabilistic Forecasting for the 2018 FIFA World Cup

May 29, 2018 | Achim Zeileis

Using a consensus model based on quoted bookmakers' odds winning probabilities for all competing teams in the FIFA World Cup are obtained: The favorite is Brazil, closely followed by the defending World Champion Germany. Football fans worldwide anticipate the 2018 FIFA World Cup that will take place in Russia from 14 June ...
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Distributional regression forests on arXiv

April 9, 2018 | Achim Zeileis

Distributional regression trees and forests provide flexible data-driven probabilistic forecasts by blending distributional models (for location, scale, shape, and beyond) with regression trees and random forests. Accompanied by the R package disttree. Citation Lisa Schlosser, Torsten Hothorn, Reto Stauffer, Achim Zeileis (2018). “Distributional Regression Forests for Probabilistic Precipitation Forecasting in Complex ...
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BAMLSS paper published in JCGS

January 29, 2018 | Achim Zeileis

Bayesian additive models for location, scale, and shape (and beyond) provide a general framework for distributional regression. Accompanied by the R package bamlss. Citation Nikolaus Umlauf, Nadja Klein, Achim Zeileis (2018). ?...
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GLMM trees published in BRM

January 28, 2018 | Achim Zeileis

Generalized linear mixed-effects model trees, especially for detecting treatment-subgroup interactions in clustered data. Accompanied by the R package glmertree, combining partykit::glmtree and lme4::glmer. Citation Marjolein F...
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Welcome to the redesigned web page

January 27, 2018 | Achim Zeileis

Redesigned the personal web page using a responsive jekyll design with a fresh theme and better-structured content. New web page After half a decade the web page received a reboot with a new theme as well as more and better-str... [Read more...]
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