Theory and applications of proper scoring rules
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Abstract: We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.
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Cites work
- A variational method for estimating the parameters of MRF from complete or incomplete data
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- Robust Statistics
- Some extensions of score matching
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- The Intrinsic Bayes Factor for Model Selection and Prediction
Cited in
(53)- A characterization for the spherical scoring rule
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- Scoring rules for statistical models on spheres
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- Adaptively stacking ensembles for influenza forecasting
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