Psychological effects of proper scoring rules
نویسندگان
چکیده
منابع مشابه
Local 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,...
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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 کاملExistence and uniqueness of proper scoring rules
To discuss the existence and uniqueness of proper scoring rules one needs to extend the associated entropy functions as sublinear functions to the conic hull of the prediction set. In some natural function spaces, such as the Lebesgue L-spaces over R, the positive cones have empty interior. Entropy functions defined on such cones have directional derivatives only, which typically exist on large...
متن کاملThe geometry of proper scoring rules
A decision problem is defined in terms of an outcome space, an action space and a loss function. Starting from these simple ingredients, we can construct: Proper Scoring Rule; Entropy Function; Divergence Function; RiemannianMetric; andUnbiasedEstimatingEquation. Fromanabstract viewpoint, the loss function defines a duality between the outcome and action spaces, while the correspondence between...
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ژورنال
عنوان ژورنال: Organizational Behavior and Human Performance
سال: 1973
ISSN: 0030-5073
DOI: 10.1016/0030-5073(73)90054-8