Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a triptych of diagnostic graphics focusing on distinct...

Model diagnostics and forecast evaluation are closely related tasks, with the former concerning in-sample goodness (or lack) of fit and the latter addressing predictive performance out-of-sample. We review the ubiquitous setting in which forecasts are cast in the form of quantiles or...

A probabilistic forecast takes the form of a predictive probability distribution over future quantities or events of interest. Probabilistic forecasting aims to maximize the sharpness of the predictive distributions, subject to calibration, on the basis of the available information set. We...