Linear scoring rules for probabilistic binary classification

DOI10.1214/16-EJS1150zbMath1403.62120MaRDI QIDQ302442

F. Blanchet-Sadri, M. Dambrine

Publication date: 5 July 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1464966339

zbMATH Keywords

probabilistic forecastscoring rulesbinary classification

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (2)

Properization: constructing proper scoring rules via Bayes acts ⋮ Unnamed Item

Cites Work

• Proper local scoring rules
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• MEASURES OF THE VALUE OF INFORMATION
• On the Optimality of Conditional Expectation as a Bregman Predictor
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Proper Scores for Probability Forecasters
• A note on the use of empirical AUC for evaluating probabilistic forecasts

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