A note on the use of empirical AUC for evaluating probabilistic forecasts

DOI10.1214/16-EJS1109zbMath1473.62022arXiv1508.05503MaRDI QIDQ5965328

Simon Byrne

Publication date: 3 March 2016

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

Full work available at URL: https://arxiv.org/abs/1508.05503

zbMATH Keywords

area under the curveprobabilistic predictionrank-sumscoring functionscoring rule

Mathematics Subject Classification ID

Statistical decision theory (62C99)

Related Items (4)

Linear scoring rules for probabilistic binary classification ⋮ Model selection with Gini indices under auto-calibration ⋮ Analysis of presence-only data via exact Bayes, with model and effects identification ⋮ A note on the use of empirical AUC for evaluating probabilistic forecasts

Cites Work

• Unnamed Item
• Making and Evaluating Point Forecasts
• Proper local scoring rules on discrete sample spaces
• Ranking and empirical minimization of \(U\)-statistics
• Strictly Proper Scoring Rules, Prediction, and Estimation
• A note on the use of empirical AUC for evaluating probabilistic forecasts

This page was built for publication: A note on the use of empirical AUC for evaluating probabilistic forecasts