The geometry of proper scoring rules

DOI10.1007/s10463-006-0099-8zbMath1108.62009OpenAlexW2108871462WikidataQ59631762 ScholiaQ59631762MaRDI QIDQ878194

A. Philip Dawid

Publication date: 26 April 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0099-8

zbMATH Keywords

Differential geometryInformation geometryBregman geometryDecision geometryGeneralised exponential familyProper scoring ruleUnbiased estimating equation

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) General considerations in statistical decision theory (62C05)

Related Items (40)

Estimation of spatial processes using local scoring rules: spatial special issue ⋮ The Hyvärinen scoring rule in Gaussian linear time series models ⋮ Scoring rules for statistical models on spheres ⋮ Optimal transport problems regularized by generic convex functions: a geometric and algorithmic approach ⋮ Asymptotic minimum scoring rule prediction ⋮ Unnamed Item ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ Properization: constructing proper scoring rules via Bayes acts ⋮ Proper scoring rules with arbitrary value functions ⋮ A risk profile for information fusion algorithms ⋮ Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores ⋮ Higher-order asymptotics for scoring rules ⋮ Notes on the H-measure of classifier performance ⋮ Local scale invariance and robustness of proper scoring rules ⋮ Fitting probability forecasting models by scoring rules and maximum likelihood ⋮ Sensitivity measures based on scoring functions ⋮ Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures ⋮ Unnamed Item ⋮ Additive Scoring Rules for Discrete Sample Spaces ⋮ Proper local scoring rules ⋮ Proper local scoring rules on discrete sample spaces ⋮ Local proper scoring rules of order two ⋮ Supermartingales in Prediction with Expert Advice ⋮ Affine invariant divergences associated with proper composite scoring rules and their applications ⋮ A construction principle for proper scoring rules ⋮ Causal graphical models in systems genetics: a unified framework for joint inference of causal network and genetic architecture for correlated phenotypes ⋮ Supermartingales in prediction with expert advice ⋮ Objective Bayesian inference with proper scoring rules ⋮ Unnamed Item ⋮ Minimum Scoring Rule Inference ⋮ Probabilistic sensitivity measures as information value ⋮ Forecaster's dilemma: extreme events and forecast evaluation ⋮ Tailored Scoring Rules for Probabilities ⋮ Theory and applications of proper scoring rules ⋮ Monte Carlo Information-Geometric Structures ⋮ Why scoring functions cannot assess tail properties ⋮ Minimum description length revisited ⋮ Unnamed Item ⋮ An Overview of Applications of Proper Scoring Rules ⋮ Linear estimating equations for exponential families with application to Gaussian linear concentration models

Cites Work

• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Expected information as ecpected utility
• Coherent dispersion criteria for optimal experimental design
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Possible generalization of Boltzmann-Gibbs statistics.
• A predictive approach to the Bayesian design problem with application to normal regression models
• Information Geometry of U-Boost and Bregman Divergence
• Strictly Proper Scoring Rules, Prediction, and Estimation
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