منابع مشابه
Likelihood-ratio calibration using prior-weighted proper scoring rules
Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family of proper scoring rules. Our theoretical analysis shows how different members of this family induce different relative weightings over a spectrum of applicat...
متن کاملLocal Proper Scoring Rules
Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if it encourages truthful reporting. It is local of order λ if the score depends on the predictive density only through its value and its derivatives of order up to λ at the observation. Previously,...
متن کاملProper Proxy Scoring Rules
Proper scoring rules can be used to incentivize a forecaster to truthfully report her private beliefs about the probabilities of future events and to evaluate the relative accuracy of forecasters. While standard scoring rules can score forecasts only once the associated events have been resolved, many applications would benefit from instant access to proper scores. In forecast aggregation, for ...
متن کاملProper Local Scoring Rules
We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we allow further dependence on a finite number m of derivatives of the density at the outcome, and describe a large class of such m-local proper scoring rules: thes...
متن کاملTailored proper scoring rules elicit decision weights
Proper scoring rules are scoring methods that incentivize honest reporting of subjective probabilities, where an agent strictly maximizes his expected score by reporting his true belief. The implicit assumption behind proper scoring rules is that agents are risk neutral. Such an assumption is often unrealistic when agents are human beings. Modern theories of choice under uncertainty based on ra...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2012
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/ass046