Properization: constructing proper scoring rules via Bayes acts (Q2183761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properization: constructing proper scoring rules via Bayes acts |
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Properization: constructing proper scoring rules via Bayes acts (English)
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27 May 2020
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Scoring rules are used to quantify predictive performance in future. They are proper if truth telling is an optimal strategy in expectation. In the construction of scoring rules applied a special case of the Bayes act by which they create new types and reinterpret existing forms, of proper scoring rules and consistent scoring functions. Sufficient conditions are established which guarantee the considered scoring rules are proper.
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Bayes act
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consistent scoring function
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forecast evaluation
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misclassification error
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proper scoring rule
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