Results 11 to 20 of about 2,386,323 (274)
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
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Proper Scoring Rules for Survival Analysis [PDF]
CoRR, 2023 Accepted at ICML ...
Yanagisawa, Hiroki
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Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation [PDF]
Advances in Statistical Climatology, Meteorology and OceanographyProper scoring rules are an essential tool to assess the predictive performance of probabilistic forecasts. However, propriety alone does not ensure an informative characterization of predictive performance, and it is recommended to compare forecasts ...
R. Pic +3 more
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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
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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
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Probabilism, entropies and strictly proper scoring rules
International Journal of Approximate Reasoning, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
J. Landes
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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
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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
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An Objective Prior from a Scoring Rule
Entropy, 2021 In this paper, we introduce a novel objective prior distribution levering on the connections between information, divergence and scoring rules. In particular, we do so from the starting point of convex functions representing information in density ...
Stephen G. Walker, Cristiano Villa
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An introduction to multivariate probabilistic forecast evaluation
Energy and AI, 2021 Probabilistic forecasting is becoming increasingly important for a wide range of applications, especially for energy systems such as forecasting wind power production.
Mathias Blicher Bjerregård +2 more
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