Scoring rules for statistical models on spheres

DOI10.1016/J.SPL.2018.02.054MaRDI QIDQ1642258zbMATH OpenOpenAlexWikidataFDO

Authors Yuya Takasu, Keisuke Yano, Fumiyasu Komaki

Publication date 20 June 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2018.02.054

zbMATH Keywords

directional statisticsdivergencenormalizing constant

Mathematics Subject Classification ID

Point estimation (62F10) Directional data; spatial statistics (62H11)

Recommendations

• A characterization for the spherical scoring rule
• Proper local scoring rules
• Contrasting probabilistic scoring rules
• Theory and applications of proper scoring rules
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cites work

• Asymptotic Statistics
• Estimation of non-normalized statistical models by score matching
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• Local proper scoring rules of order two
• Proper local scoring rules
• Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
• The geometry of proper scoring rules

Cited in

(4)

• Recent advances in directional statistics
• Score Matching for Compositional Distributions
• Statistical inference with non-normalized models: score matching and noise contrastive estimation
• The Hyvärinen scoring rule in Gaussian linear time series models

Describes a project that uses

Uses Software

• hgm R

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