Theory and applications of proper scoring rules

DOI10.1007/s40300-014-0039-yzbMath1316.62013arXiv1401.0398OpenAlexW1979685007MaRDI QIDQ2513693

A. Philip Dawid, Monica Musio

Publication date: 28 January 2015

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.0398

zbMATH Keywords

Bayesian model selectionrobust estimationhomogeneous scoreHyvärinen scoreBregman scorelog scorecomposite scoresurvival score

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05)

Related Items (21)

Bayesian model selection based on proper scoring rules ⋮ The Hyvärinen scoring rule in Gaussian linear time series models ⋮ A comparison of truncated and time-weighted Plackett-Luce models for probabilistic forecasting of Formula One results ⋮ Marginally Calibrated Deep Distributional Regression ⋮ Robust confidence distributions from proper scoring rules ⋮ Asymptotic minimum scoring rule prediction ⋮ A new example for a proper scoring rule ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ Properization: constructing proper scoring rules via Bayes acts ⋮ Higher-order asymptotics for scoring rules ⋮ Torus graphs for multivariate phase coupling analysis ⋮ NECESSARY AND SUFFICIENT CONDITIONS FOR DOMINATION RESULTS FOR PROPER SCORING RULES ⋮ Local scale invariance and robustness of proper scoring rules ⋮ Comparative evaluation of point process forecasts ⋮ Assessment of generalised Bayesian structural equation models for continuous and binary data ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Unnamed Item ⋮ A construction principle for proper scoring rules ⋮ Objective Bayesian inference with proper scoring rules ⋮ Minimum Scoring Rule Inference ⋮ Scoring interval forecasts: equal-tailed, shortest, and modal interval

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