Tailored Scoring Rules for Probabilities

DOI10.1287/deca.1110.0216zbMath1398.91184OpenAlexW2042635531MaRDI QIDQ4691942

Robert L. Winkler, David Johnstone, Victor Richmond R. Jose

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.1110.0216

zbMATH Keywords

utilitydecision analysisincentivesprobability forecastsscoring rulesprobability evaluation

Mathematics Subject Classification ID

Decision theory (91B06) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (11)

Weighted Scoring Rules and Convex Risk Measures ⋮ Contrasting probabilistic scoring rules ⋮ Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs ⋮ Additive Scoring Rules for Discrete Sample Spaces ⋮ A Probability Scoring Rule for Simultaneous Events ⋮ Choosing a Strictly Proper Scoring Rule ⋮ Two Reasons to Make Aggregated Probability Forecasts More Extreme ⋮ Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion ⋮ An Overview of Applications of Proper Scoring Rules ⋮ Scoring Probability Forecasts by a User’s Bets Against a Market Consensus ⋮ \textit{Put your money where your forecast is}: supply chain collaborative forecasting with cost-function-based prediction markets

Cites Work

• The geometry of proper scoring rules
• Scoring rules and the evaluation of probabilities. (With discussion)
• Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
• MEASURES OF THE VALUE OF INFORMATION
• Scoring Rules, Generalized Entropy, and Utility Maximization
• A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes
• Evaluating Probabilities: Asymmetric Scoring Rules
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Uncertain Judgements: Eliciting Experts' Probabilities
• Elicitation of Personal Probabilities and Expectations

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