منابع مشابه
Decompositions of Proper Scores
Scoring rules are an important tool for evaluating the performance of probabilistic forecasts. A popular example is the Brier score, which allows for a decomposition into terms related to the sharpness (or information content) and to the reliability of the forecast. This feature renders the Brier score a very intuitive measure of forecast quality. In this paper, it is demonstrated that all stri...
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To enable post-processing, the output of a support vector data description (SVDD) should be a calibrated probability as done for SVM. Standard SVDD does not provide such probabilities. To create probabilities, we first generalize the SVDD model and propose two calibration functions. The first one uses a sigmoid model and the other one is based on a generalized extreme distribution model. To est...
متن کاملReliability, Sufficiency, and the Decomposition of Proper Scores
Scoring rules are an important tool for evaluating the performance of probabilistic forecasting schemes. In the binary case, scoring rules (which are strictly proper) allow for a decomposition into terms related to the resolution and to the reliability of the forecast. This fact is particularly well known for the Brier Score. In this paper, this result is extended to forecasts for finite–valued...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1971
ISSN: 0003-4851
DOI: 10.1214/aoms/1177693057