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A Risk Profile for Information Fusion Algorithms
Entropy, 2011 E.T. Jaynes, originator of the maximum entropy interpretation of statistical mechanics, emphasized that there is an inevitable trade-off between the conflicting requirements of robustness and accuracy for any inferencing algorithm.
Kenric P. Nelson +2 more
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Compatible weighted proper scoring rules [PDF]
Biometrika, 2012 Many proper scoring rules such as the Brier and log scoring rules implicitly reward a probability forecaster relative to a uniform baseline distribution. Recent work has motivated weighted proper scoring rules, which have an additional baseline parameter. To date two families of weighted proper scoring rules have been introduced, the weighted power and
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A sequential decomposition of proper scoring rules [PDF]
, 2021 <p>The objective assessment of forecasts plays an integral role in the development of a prediction system. Scoring rules condense all information regarding forecast performance into a single numerical value, providing a convenient framework to objectively rank and compare competing prediction schemes.
Sam Allen, Chris Ferro, Frank Kwasniok
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Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting [PDF]
SSRN Electronic Journal, 2020 This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It extends the proposed score and defines a weighted version, which emphasizes regions of interest, such as the tails or the center of a variable's range.
Iacopini, Matteo +2 more
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Probabilistic Predictions with Federated Learning
Entropy, 2020 Probabilistic predictions with machine learning are important in many applications. These are commonly done with Bayesian learning algorithms. However, Bayesian learning methods are computationally expensive in comparison with non-Bayesian methods ...
Adam Thor Thorgeirsson, Frank Gauterin
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Energies, 2021 It is important to predict extreme electricity demand in power utilities as the uncertainties in the future of electricity demand distribution have to be taken into consideration to achieve the desired goals.
Norman Maswanganyi +2 more
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Cooperative virtual power plant formation using scoring rules [PDF]
, 2012 Virtual Power Plants (VPPs) are fast emerging as a suitable means of integrating small and distributed energy resources (DERs), like wind and solar, into the electricity supply network (Grid). VPPs are formed via the aggregation of a large number of such
Kota, Ramachandra +10 more
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Evaluating Probabilistic Forecasts with scoringRules
Journal of Statistical Software, 2019 Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography.
Alexander Jordan +2 more
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Unified System for Processing Non-Personalized Data
Открытое образование (Москва), 2023 The purpose of the study. The purpose of this article is to study the possibility of creating a unified register of non-personalized data, that is, data that cannot be attributed to a specific subject of personal data.
A. V. Brezhnev, E. Z. Gukov
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A construction principle for proper scoring rules [PDF]
Proceedings of the American Mathematical Society, Series B, 2021 Proper scoring rules enable decision-theoretically principled comparisons of probabilistic forecasts. New scoring rules can be constructed by identifying the predictive distribution with an element of a parametric family and then applying a known scoring rule.
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