Search results for the keyword {phrase} ({results_count} of {results_count_total}). There will be further results within Author, Category and Institution pages directly.
Displaying {results_count} results of {results_count_total}
Gareth James discusses the common setting where one observes probability estimates for a large number of events, such as default risks for numerous bonds. Unfortunately, even with unbiased estimates, selecting events corresponding to the most extreme probabilities can result in systematically underestimating the true level of uncertainty. James discusses an empirical Bayes approach “excess certainty adjusted probabilities” (ECAP), using a variant of Tweedie’s formula, which updates probability estimates to correct for selection bias.
Image courtesy of interviewee. January 20, 2021
Log-in or Sign-up to Faculti
Currently viewing this subject insight as a guest. You have insight(s) remaining for this month. Login to view 8000+ figures on the platform.
All questions sent in advance by 4-5 days. Interview undertaken on Zoom, Webex or phone. Journalist checks for framing, lighting, sound. Journalist interviews you, asks follow-ups, retakes. Raw footage enters editing cycle.
For news and opinion commentaries:
As above but shorter turnaround time and questions sent closer to interview date for temporal relevance.
