Group leader, Computational Statistics (CST) at HITS
Professor of Computational Statistics, Institute for Stochastics at the Karlsruhe Institute of Technology (KIT)
Research Interests
Statistics and Probability; Spatial and Spatio-temporal Modeling; Theory and Practice of Forecasting; with applications in Atmospheric, Environmental and Earth Sciences, Economics, and Finance, among other areas
Curriculum Vitae
since 2013 Group leader, Computational Statistics (CST), Heidelberg Institute for Theoretical Studies
since 2013 Professor of Computational Statistics, Institute for Stochastics, Karlsruhe Institute of Technology
since 2010 Affiliate Professor of Statistics, University of Washington, Seattle, US
2009-2013 Professor of Mathematical Statistics, Heidelberg University, Germany
2007-2009 Professor of Statistics, University of Washington, Seattle, US
2003-2007 Associate Professor of Statistics, University of Washington, Seattle, US
1998-2003 Assistant Professor of Statistics, University of Washington, Seattle, US
1997-1998 Acting Assistant Professor of Statistics, University of Washington, Seattle, US
1997 PhD in Mathematics, University of Bayreuth, Germany
1993 Diplom in Mathematics, University of Bayreuth, Germany
1992 M.A. in Mathematics, Boston University, US
Editorial Activities
2016-2018 Editor-In-Chief, Annals of Applied Statistics
2014-2015 Senior Editor, Annals of Applied Statistics
2013-2014 Guest Editor, Nonlinear Processes in Geophysics
2011-2014 Editor for Physical Science, Computation, Engineering and the Environment, Annals of Applied Statistics
2010 Associate Editor, Annals of Statistics
2009-2010 Associate Editor, Environmetrics
2009-2010 Associate Editor, Weather and Forecasting
2008-2010 Associate Editor, Annals of Applied Statistics
2006-2009 Associate Editor, Journal of the Royal Statistical Society Series B: Statistical Methodology
Awards and Honors
2014-2020 Fellow, European Centre for Medium-Range Weather Forecasts (ECMWF)
2012-2018 Advanced Grant, European Research Council (ERC)
2017 Highly Cited Researcher in Mathematics for 2005-2015, Clarivate Analytics
2017 Fellow, American Statistical Association
2016 Highly Cited Researcher in Mathematics for 2004-2014, Clarivate Analytics (formerly Thomson Reuters)
2015 Read Paper (joint with Werner Ehm, Alexander Jordan and Fabian Krüger), Royal Statistical Society, London (UK), 9 December 2015
2015 Highly Cited Researcher in Mathematics for 2003-2013, Thomson Reuters
2015 Distinguished Achievement Medal, American Statistical Association Section on Statistics and the Environment
2014 Highly Cited Researcher in Mathematics for 2002-2012, Thomson Reuters
2011 Outstanding Paper Award, International Institute of Forecasters
2010 Fellow, Institute of Mathematical Statistics
2005 Richard L. Tweedie New Researcher Award, Institute of Mathematical Statistics
2002 Early Career Award, National Science Foundation, US
1991-1992 Fulbright Scholarship
Publications
Please see my Google Scholar profile
2023
- Dimitriadis T, Gneiting T, Jordan AI, Vogel P (2023). Evaluating probabilistic classifiers: The triptych, International Journal of Forecasting, published online 1735
- Rasheeda Satheesh A, Knippertz P, Fink AH, Walz E, Gneiting T (2023). Sources of predictability of synoptic‐scale rainfall during the West African summer monsoon, Quarterly Journal of the Royal Meteorological Society, published online 1720
- Brehmer JR, Gneiting T, Herrmann M, Marzocchi W, Schlather M, Strokorb K (2023). Comparative evaluation of point process forecasts, Annals of the Institute of Statistical Mathematics, published online 1692
- Gneiting T, Wolffram D, Resin J, Kraus K, Bracher J, Dimitriadis T, Hagenmeyer V, Jordan AI, Lerch S, Phipps K, Schienle M (2023). Model diagnostics and forecast evaluation for quantiles, Annual Review of Statistics and Its Application, 10:597–621 1549
- Gneiting T, Lerch S, Schulz B (2023). Probabilistic solar forecasting: Benchmarks, post-processing, verification, Solar Energy, 252:72–80 1571
2022
- Bracher J, Wolffram D, Deuschel J, Görgen K, Ketterer JL, Ullrich A, Abbott S, Barbarossa MV, Bertsimas D, Bhatia S, Bodych M, Bosse NI, Burgard JP, Castro L, Fairchild G, Fiedler J, Fuhrmann J, Funk S, Gambin A, Gogolewski K, Heyder S, Hotz T, Kheifetz Y, Kirsten H, Krueger T, Krymova E, Leithäuser N, Li ML, Meinke JH, Miasojedow B, Michaud IJ, Mohring J, Nouvellet P, Nowosielski JM, Ożański T, Radwan M, Rakowski F, Scholz M, Soni S, Srivastava A, Gneiting T, Schienle M (2022). National and subnational short-term forecasting of COVID-19 in Germany and Poland during early 2021, Communications Medicine, 2:136 1548
- Gneiting T, Walz E (2022). Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA), Machine Learning, 111:2769–2797 1375
- Gneiting T, Vogel P (2022). Receiver operating characteristic (ROC) curves: Equivalences, beta model, and minimum distance estimation, Machine Learning, 111:2147–2159 1421
- Cramer EY, Ray EL, Lopez VK, Bracher J, Brennen A, Castro Rivadeneira AJ, Gerding A, Gneiting T, (282 further coauthors) , Walker JW, Slayton RB, Johansson MA, Biggerstaff M, Reich NG (2022). Evaluation of individual and ensemble probabilistic forecasts of COVID-19 mortality in the United States, Proceedings of the National Academy of Sciences, 119(15):e2113561119 1475
2021
- Bracher J, Wolffram D, Gneiting T, Schienle M (2021). Vorhersagen sind schwer, vor allem die Zukunft betreffend: Kurzzeitprognosen in der Pandemie, Mitteilungen der Deutschen Mathematiker-Vereinigung, 29(4):186–190 1429
- Bracher J, Wolffram D, Deuschel J, Görgen K, Ketterer JL, Ullrich A, Abbott S, Barbarossa MV, Bertsimas D, Bhatia S, Bodych M, Bosse NI, Burgard JP, Castro L, Fairchild G, Fuhrmann J, Funk S, Gogolewski K, Gu Q, Heyder S, Hotz T, Kheifetz Y, Kirsten H, Krueger T, Krymova E, Li ML, Meinke JH, Michaud IJ, Niedzielewski K, Ożański T, Rakowski F, Scholz M, Soni S, Srivastava A, Zieliński J, Zou D, Gneiting T, Schienle M (2021). A pre-registered short-term forecasting study of COVID-19 in Germany and Poland during the second wave, Nature Communications, 12:5173 1367
- Henzi A, Ziegel JF, Gneiting T (2021). Isotonic distributional regression, Journal of the Royal Statistical Society: Series B (Statistical Methodology), 83(5):963–993 1369
- Schmidt P, Katzfuss M, Gneiting T (2021). Interpretation of point forecasts with unknown directive, Journal of Applied Econometrics, 36(6):728–743 1370
- Brehmer JR, Gneiting T (2021). Scoring interval forecasts: Equal-tailed, shortest, and modal interval, Bernoulli, 27(3):1993–2010 1372
- Dimitriadis T, Gneiting T, Jordan AI (2021). Stable reliability diagrams for probabilistic classifiers, Proceedings of the National Academy of Sciences, 118(8):e2016191118 1374
- Bracher J, Ray EL, Gneiting T, Reich NG (2021). Evaluating epidemic forecasts in an interval format, PLOS Computational Biology, 17(2):e1008618 1406
- Vogel P, Knippertz P, Gneiting T, Fink AH, Klar M, Schlueter A (2021). Statistical forecasts for the occurrence of precipitation outperform global models over northern tropical Africa, Geophysical Research Letters, 48(3):e2020GL091022 1407
- Krüger F, Lerch S, Thorarinsdottir T, Gneiting T (2021). Predictive inference based on Markov chain Monte Carlo output, International Statistical Review, 89(2):274–301 1409
2020
2019
2018
- Gneiting T, Asher J, Carriquiry A, Davis R, Dawid AP, Efron B, Haberman S, Kou S, Newton M, Paddock S, Prewitt K, Raftery A, Stein M, Straf M (2018). Special section in memory of Stephen E. Fienberg (1942–2016) AOAS Editor-in-Chief 2013–2015, Annals of Applied Statistics, 12(2):iii–x 341
- Vogel P, Knippertz P, Fink AH, Schlueter A, Gneiting T (2018). Skill of global raw and postprocessed ensemble predictions of rainfall over northern tropical Africa, Weather and Forecasting, 33(2):369–388 344
2017
2016
- Ehm W, Gneiting T, Jordan A, Krueger F (2016). Of quantiles and expectiles: Consistent scoring functions, Choquet representations and forecast rankings (with discussion and reply), Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(3):505–562 49
- Fissler T, Ziegel JF, Gneiting T (2016). Expected shortfall is jointly elicitable with value-at-risk: Implications for backtesting, Risk Magazine, January:58–61 143
2015
2014
- Richardson D, Hemri S, Bogner K, Gneiting T, Haiden T, Pappenberger F, Scheuerer M (2014). Calibration of ECMWF forecasts, ECMWF Newsletter, 142:12–16 56
- Gneiting T, Katzfuss M (2014). Probabilistic forecasting, Annual Review of Statistics and Its Application, 1(1):125–151 1395
- Scheuerer M, Gneiting T (2014). Evaluating predictive performance, In Mathematics of Planet Earth, Lecture Notes in Earth System Sciences, Eds: Pardo-Igúzquiza E, Guardiola-Albert C, Heredia J, Moreno-Merino L, Durán J, Vargas-Guzmán J, Springer, Berlin, Heidelberg, pp. 15–18 1396
- Ziegel JF, Gneiting T (2014). Copula calibration, Electronic Journal of Statistics, 8(2):2619–2638 1397
- Dueck J, Edelmann D, Gneiting T, Richards D (2014). The affinely invariant distance correlation, Bernoulli, 20(4):2305–2330 1411
2013
- Schefzik R, Thorarinsdottir TL, Gneiting T (2013). Uncertainty quantification in complex simulation models using ensemble copula coupling, Statistical Science, 28(4):616–640 1398
- Sloughter JM, Gneiting T, Raftery AE (2013). Probabilistic wind vector forecasting using ensembles and Bayesian model averaging, Monthly Weather Review, 141(6):2107–2119 1400
- Gneiting T, Ranjan R (2013). Combining predictive distributions, Electronic Journal of Statistics, 7:1747–1782 1401
- Thorarinsdottir TL, Gneiting T, Gissibl N (2013). Using proper divergence functions to evaluate climate models, SIAM/ASA Journal on Uncertainty Quantification,1(1):522–534 1402
- Grant K, Gneiting T (2013). Consistent scoring functions for quantiles, In From Probability to Statistics and Back: High-Dimensional Models and Processes — A Festschrift in Honor of Jon A. Wellner, Eds: Banerjee M, Bunea F, Huang J, Koltchinskii V, Maathuis MH, Institute of Mathematical Statistics, pp. 163–173 1403
- Gneiting T (2013). Strictly and non-strictly positive definite functions on spheres, Bernoulli,19(4):1327–1349 1412