Coherent conditional previsions and proper scoring rules

DOI10.1007/978-3-642-31724-8_16MaRDI QIDQ3143641zbMATH OpenOpenAlexFDO

Authors Veronica Biazzo, Angelo Gilio, Giuseppe Sanfilippo

Publication date 3 December 2012

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-31724-8_16

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Statistical decision theory (62C99)

Recommendations

• scientific article; zbMATH DE number 1844468
• Proper scoring rules and Bregman divergence
• Should Scoring Rules be “Effective”?
• Proper scoring rules with arbitrary value functions
• A notion of coherent conditional prevision for arbitrary random quantities

Cited in

(15)

• Probabilistic inferences from conjoined to iterated conditionals
• Probabilistic entailment in the setting of coherence: the role of quasi conjunction and inclusion relation
• Scoring rules for belief functions and imprecise probabilities: a comparison
• Probabilities of conditionals and previsions of iterated conditionals
• Algebraic aspects and coherence conditions for conjoined and disjoined conditionals
• Compound conditionals, Fréchet-Hoeffding bounds, and Frank t-norms
• Forecasting with imprecise probabilities
• Probabilistic squares and hexagons of opposition under coherence
• Extropy: complementary dual of entropy
• Inferential processes leading to possibility and necessity
• Quasi conjunction, quasi disjunction, t-norms and t-conorms: probabilistic aspects
• Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
• Probability propagation rules for Aristotelian syllogisms
• Conditional random quantities and compounds of conditionals
• Probability propagation in generalized inference forms

This page was built for publication: Coherent conditional previsions and proper scoring rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3143641)