Results 11 to 20 of about 2,073,215 (262)
A new example for a proper scoring rule [PDF]
Communications in Statistics - Theory and Methods, 2020 We give a new example for a proper scoring rule motivated by the form of Anderson--Darling distance of distribution functions and Example 5 in Brehmer and Gneiting (2020).
Barczy Mátyás, Barczy, Mátyás
core +11 more sources
Proceedings of the AAAI Conference on Artificial Intelligence, 2017 Proper scoring rules can be used to incentivize a forecaster to truthfully report her private beliefs about the probabilities of future events and to evaluate the relative accuracy of forecasters. While standard scoring rules can score forecasts only once the associated events have been resolved, many applications would benefit from ...
Jens Witkowski +3 more
openaire +3 more sources
Theory and applications of proper scoring rules [PDF]
METRON, 2014 We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.
DAWID A. P, MUSIO, MONICA
openaire +4 more sources
Proper Scoring Rules, Dominated Forecasts, and Coherence [PDF]
Decision Analysis, 2009 The concept of coherent probabilities and conditional probabilities through a gambling argument and through a parallel argument based on a quadratic scoring rule was introduced by de Finetti (de Finetti, B. 1974. The Theory of Probability. John Wiley & Sons, New York). He showed that the two arguments lead to the same concept of coherence.
Mark J. Schervish +2 more
openaire +2 more sources
The Annals of Statistics, 2012 We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we allow further dependence on a finite number $m$ of derivatives of the density at the outcome, and describe a large ...
Parry, Matthew +2 more
openaire +6 more sources
Strictly Proper Scoring Rules, Prediction, and Estimation [PDF]
, 2004 Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the forecast and on the event or value that materializes.
Adrian E. Raftery, Tilmann Gneiting
openaire +2 more sources
Characterization of Proper and Strictly Proper Scoring Rules for Quantiles
, 2018 We give necessary and sufficient conditions for a scoring rule to be proper (or strictly proper) for a quantile if utility is linear, and the distribution is unrestricted. We also give results when the set of distributions is limited, for example, to distributions that have first moments.
Schervish, Mark J. +2 more
openaire +2 more sources
Bayesian Model Selection Based on Proper Scoring Rules [PDF]
Bayesian Analysis, 2015 Published at http://dx.doi.org/10.1214/15-BA942 in the Bayesian Analysis (http://projecteuclid.org/euclid.ba) by the International Society of Bayesian Analysis (http://bayesian.org/)
Philip Dawid, A., MUSIO, MONICA
openaire +5 more sources
Subgroup Discovery with Proper Scoring Rules [PDF]
, 2016 Subgroup Discovery is the process of finding and describing sufficiently large subsets of a given population that have unusual distributional characteristics with regard to some target attribute. Such subgroups can be used as a statistical summary which improves on the default summary of stating the overall distribution in the population. A natural way
Hao Song 0007 +3 more
openaire +2 more sources
Local scale invariance and robustness of proper scoring rules
, 2023 Averages of proper scoring rules are often used to rank probabilistic forecasts. In many cases, the individual terms in these averages are based on observations and forecasts from different distributions.
Bolin, David +4 more
core +1 more source