Habilitation lecture Tobias Fissler
We are pleased to announce and invite you to the public habilitation lecture and habilitation colloquium of Dr. Tobias Fissler which closes this semester’s Research Seminar Series:
Tobias Fissler (RiskLab, Department of Mathematics, ETH Zurich)
Spotlights on the Theory of Elicitability
Friday, June 30, 2023, 11:30 am, Building TC, Room TC.3.01
After a general introduction into the role of loss functions in statistical learning and forecast evaluation following Fissler, Lorentzen, Mayer (2022), I will recall and develop some necessary and sufficient conditions for elicitability, which is the crucial condition of consistent M-estimation (Dimitriadis, Fissler, Ziegel, 2023). In particular, I will talk about the necessity of the convex level set property and its failure of being sufficient, which is exemplified by the negative results on the mode (Heinrich-Mertsching and Fissler, 2021). Moreover, I will talk about mitigation strategies for linear combinations of so-called Bayes risks, exemplified in the paper on Range Value at Risk (Fissler and Ziegel, 2021). Finally, I will consider extensions of the theory to set-valued functionals, elaborated in Fissler, Frongillo, Hlavinova and Rudloff (2021).
Please note the change of time and location (“spacetime”) for this talk.
We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.
Please also see the numerous references linked on our website: