Proper Scoring Rules and Bregman Divergences

We revisit the mathematical foundations of proper scoring rules (PSRs) and Bregman divergences and present their characteristic properties in a unified theoretical framework. In many situations it is preferable not to generate a PSR directly from its convex entropy on the unit simplex but instead by...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Ovcharov, Evgeni Y
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Theory
Online-Zugang:	Volltext bestellen
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