Extensive scoring rules

DOI10.1214/16-EJS1132MaRDI QIDQ276239zbMATH OpenFDO

Authors Matthew Parry

Publication date 3 May 2016

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1460640637

zbMATH Keywords

additivityconcavityentropyhomogeneityscore matchingsequential

Mathematics Subject Classification ID

Statistical decision theory (62C99) Inference from stochastic processes and prediction (62M20)

Recommendations

• Additive scoring rules for discrete sample spaces
• Should Scoring Rules be “Effective”?
• Proper local scoring rules
• Proper local scoring rules on discrete sample spaces
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cites work

• A variational method for estimating the parameters of MRF from complete or incomplete data
• Comparing density forecasts using threshold- and quantile-weighted scoring rules
• Estimation of non-normalized statistical models by score matching
• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• Local proper scoring rules of order two
• MEASURES OF THE VALUE OF INFORMATION
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Proper local scoring rules
• Proper local scoring rules on discrete sample spaces
• Proper Scores for Probability Forecasters
• Some extensions of score matching
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cited in

(9)

• Scoring Rules, Generalized Entropy, and Utility Maximization
• Should Scoring Rules be “Effective”?
• Proper local scoring rules
• Proper local scoring rules on discrete sample spaces
• Affine invariant divergences associated with proper composite scoring rules and their applications
• Scoring probability forecasts for point processes: the entropy score and information gain
• Additive scoring rules for discrete sample spaces
• Generalized score matching for non-negative data
• Existence and uniqueness of proper scoring rules

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