The geometry of proper scoring rules
From MaRDI portal
Recommendations
Cites work
- A predictive approach to the Bayesian design problem with application to normal regression models
- Coherent dispersion criteria for optimal experimental design
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- Expected information as ecpected utility
- Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 1560711 (Why is no real title available?)
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- Information geometry and statistical pattern recognition
- Information Geometry of U-Boost and Bregman Divergence
- Possible generalization of Boltzmann-Gibbs statistics.
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
Cited in
(49)- Estimation of spatial processes using local scoring rules: spatial special issue
- Scoring rules for statistical models on spheres
- Asymptotic minimum scoring rule prediction
- Forecaster's dilemma: extreme events and forecast evaluation
- Probabilistic sensitivity measures as information value
- Optimal transport problems regularized by generic convex functions: a geometric and algorithmic approach
- Properization: constructing proper scoring rules via Bayes acts
- Objective Bayesian inference with proper scoring rules
- Why scoring functions cannot assess tail properties
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- Theory and applications of proper scoring rules
- Local scale invariance and robustness of proper scoring rules
- Minimum scoring rule inference
- An Overview of Applications of Proper Scoring Rules
- Supermartingales in Prediction with Expert Advice
- A risk profile for information fusion algorithms
- Proper local scoring rules
- Proper local scoring rules on discrete sample spaces
- Local proper scoring rules of order two
- A theory of learning with corrupted labels
- Tailored scoring rules for probabilities
- Affine invariant divergences associated with proper composite scoring rules and their applications
- Monte Carlo Information-Geometric Structures
- Simultaneous inference for pairwise graphical models with generalized score matching
- Minimum description length revisited
- scientific article; zbMATH DE number 7387541 (Why is no real title available?)
- A new example for a proper scoring rule
- Bootstrap adjustments of signed scoring rule root statistics
- Additive scoring rules for discrete sample spaces
- scientific article; zbMATH DE number 7306864 (Why is no real title available?)
- A construction principle for proper scoring rules
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
- Notes on the H-measure of classifier performance
- Sensitivity measures based on scoring functions
- Proper scoring rules with arbitrary value functions
- Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
- Fitting probability forecasting models by scoring rules and maximum likelihood
- Aggregating predictions from experts: a review of statistical methods, experiments, and applications
- Building Trees for Probabilistic Prediction via Scoring Rules
- Proper scoring rules, gradients, divergences, and entropies for paths and time series
- Relative Entropy Gradient Sampler for Unnormalized Distribution
- Composite goodness-of-fit tests with kernels
- Minimum kernel discrepancy estimators
- Localizing Strictly Proper Scoring Rules
- Joint likelihood-free inference of the number of selected single nucleotide polymorphisms and their selection coefficients in an evolving population
- The Hyvärinen scoring rule in Gaussian linear time series models
- Higher-order asymptotics for 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
This page was built for publication: The geometry of proper scoring rules
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q878194)