Scoring rules for statistical models on spheres

DOI10.1016/j.spl.2018.02.054zbMath1463.62158OpenAlexW2801731469WikidataQ130140270 ScholiaQ130140270MaRDI QIDQ1642258

Fumiyasu Komaki, Yuya Takasu, Keisuke Yano

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.054

zbMATH Keywords

divergencedirectional statisticsnormalizing constant

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Point estimation (62F10)

Related Items (3)

The Hyvärinen scoring rule in Gaussian linear time series models ⋮ Recent advances in directional statistics ⋮ Score Matching for Compositional Distributions

Uses Software

• hgm R

Cites Work

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• Proper local scoring rules
• Local proper scoring rules of order two
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• The geometry of proper scoring rules
• Asymptotic Statistics
• Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants

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