Proper local scoring rules
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Publication:450049
DOI10.1214/12-AOS971zbMath1246.62011arXiv1101.5011WikidataQ57394012 ScholiaQ57394012MaRDI QIDQ450049
J. Herrera, D. Rodríguez-Gómez
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.5011
entropy; concavity; variational methods; homogeneity; divergence; Euler-Lagrange equation; integration by parts; score matching; Bregman score; local function