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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
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An Overview of Applications of Proper Scoring Rules
Decision Analysis, 2016We present a study on the evolution of publications about applications of proper scoring rules. Specifically, we consider articles reporting the use of proper scoring rules when either measuring the accuracy of forecasts or for inducing honest reporting of private information within a certain context.
Arthur Carvalho
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Choosing a Strictly Proper Scoring Rule
Decision Analysis, 2013Strictly proper scoring rules, including the Brier score and the logarithmic score, are standard metrics by which probability forecasters are assessed and compared. Researchers often find that one's choice of strictly proper scoring rule has minimal impact on one's conclusions, but this conclusion is typically drawn from a small set of popular rules ...
Edgar C. Merkle, Mark Steyvers
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Proper Scoring Rules for Interval Probabilistic Forecasts [PDF]
Quarterly Journal of the Royal Meteorological Society, 2017 Interval probabilistic forecasts for a binary event are forecasts issued as a range of probabilities for the occurrence of the event, for example, ‘chance of rain: 10-20%’.
Christopher A T Ferro, K Mitchell
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Coherent conditional probabilities and proper scoring rules
, 2011 In this paper we study the relationship between the notion of coherence for conditional probability assessments on a family of conditional events and the notion of admissibility with respect to scoring rules. By extending a recent result given in literature for unconditional events, we prove, for any given strictly proper scoring rule s, the ...
Gilio, A, SANFILIPPO, Giuseppe
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Proper Scoring Rules for Fractiles
1996Abstract In this paper we consider the problem of how an expert should be paid when he/she states the information about the distribution of a random quantity in terms of fractiles, and an observation is subsequently taken. The reward, as a function of the stated fractiles and the actual observation, should encourage the expert to be ...
J L Cervera*, J Munoz**
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Proper Scoring Rules and Risk Aversion
SSRN Electronic Journal, 2012The literature on proper scoring rules has mostly studied the case of risk neutral agents. We analytically investigate how risk averse, expected utility maximizing forecasters behave when presented with risk neutral proper scoring rules. If the state variable is binary, risk averse agents shade their reports toward saying that the states are equally ...
Alexander Peysakhovich +1 more
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Incentive contrats and strictly proper scoring rules
Test, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Characterization of Proper and Strictly Proper Scoring Rules for Quantiles
2018We 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
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A proper scoring rule for minimum information bivariate copulas
Journal of Multivariate AnalysiszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yici Chen, Tomonari Sei
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