Proper local scoring rules

DOI10.1214/12-AOS971zbMath1246.62011arXiv1101.5011WikidataQ57394012 ScholiaQ57394012MaRDI QIDQ450049

J. Herrera, D. Rodríguez-Gómez

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.5011

zbMATH Keywords

entropyconcavityvariational methodshomogeneitydivergenceEuler-Lagrange equationintegration by partsscore matchingBregman scorelocal function

Mathematics Subject Classification ID

Statistical decision theory (62C99) Foundational topics in statistics (62A99)

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Cites Work

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• Proper local scoring rules on discrete sample spaces
• Local proper scoring rules of order two
• The geometry of proper scoring rules
• Some extensions of score matching
• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
• Expected information as ecpected utility
• The calculus of variations
• Information Divergence Geometry and the Application to Statistical Machine Learning
• Robust Statistics

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