Scoring probability forecasts for point processes: the entropy score and information gain

DOI10.1239/jap/1082552206zbMath1055.62101OpenAlexW1969564520MaRDI QIDQ4822468

D. Vere-Jones, Daryl J. Daley

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e731317e28265a0c2eee563ed8a4925f8b16e890

zbMATH Keywords

point processesinformation gainprobability gainentropy score

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical aspects of information-theoretic topics (62B10) Prediction theory (aspects of stochastic processes) (60G25)

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Cites Work

• An introduction to the theory of point processes
• An approach to the entropy of point processes
• On the dimension and entropy of probability distributions
• The coincidence approach to stochastic point processes
• On the entropy rate of stationary point processes and its discrete approximation
• An Introduction to the Theory of Point Processes
• The Entropy of a Point Process
• A new look at the statistical model identification
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