A construction principle for proper scoring rules

DOI10.1090/BPROC/98zbMATH Open1477.62028OpenAlexW3206687196MaRDI QIDQ5164022FDOQ5164022

Authors: Jonas R. Brehmer 

Publication date: 9 November 2021

Published in: Proceedings of the American Mathematical Society, Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/bproc/98

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zbMATH Keywords

probabilistic forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) General considerations in statistical decision theory (62C05)

Cites Work

• Coherent dispersion criteria for optimal experimental design
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Information and exponential families in statistical theory
• Estimation of non-normalized statistical models by score matching
• Theory and applications of proper scoring rules
• Proper local scoring rules
• Local proper scoring rules of order two
• The geometry of proper scoring rules

Cited In (8)

• Comparative evaluation of point process forecasts
• Choosing a strictly proper scoring rule
• Minimum scoring rule inference
• A new example for a proper scoring rule
• Properization: constructing proper scoring rules via Bayes acts
• Consistency of scoring rules: a reinvestigation of composition-consistency
• Compatible weighted proper scoring rules
• An Overview of Applications of Proper Scoring Rules

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