Linear scoring rules for probabilistic binary classification

DOI10.1214/16-EJS1150MaRDI QIDQ302442zbMATH OpenFDO

Authors Matthew Parry

Publication date 5 July 2016

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

Full work available at URL https://projecteuclid.org/euclid.ejs/1464966339

zbMATH Keywords

binary classificationprobabilistic forecastscoring rules

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and prediction (62M20)

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Cites work

• A note on the use of empirical AUC for evaluating probabilistic forecasts
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• MEASURES OF THE VALUE OF INFORMATION
• On the Optimality of Conditional Expectation as a Bregman Predictor
• Proper local scoring rules
• Proper Scores for Probability Forecasters
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cited in

(6)

• Non-adaptive stochastic score classification and explainable halfspace evaluation
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• Supersparse linear integer models for optimized medical scoring systems
• scientific article; zbMATH DE number 2190130 (Why is no real title available?)
• A note on the use of empirical AUC for evaluating probabilistic forecasts

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