{"title":"正确评分规则的构造原则","authors":"Jonas R. Brehmer","doi":"10.1090/bproc/98","DOIUrl":null,"url":null,"abstract":"Proper scoring rules enable decision-theoretically principled comparisons of probabilistic forecasts. New scoring rules can be constructed by identifying the predictive distribution with an element of a parametric family and then applying a known scoring rule. We introduce a condition which ensures propriety in this construction and thereby obtain novel proper scoring rules.","PeriodicalId":106316,"journal":{"name":"Proceedings of the American Mathematical Society, Series B","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A construction principle for proper scoring rules\",\"authors\":\"Jonas R. Brehmer\",\"doi\":\"10.1090/bproc/98\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Proper scoring rules enable decision-theoretically principled comparisons of probabilistic forecasts. New scoring rules can be constructed by identifying the predictive distribution with an element of a parametric family and then applying a known scoring rule. We introduce a condition which ensures propriety in this construction and thereby obtain novel proper scoring rules.\",\"PeriodicalId\":106316,\"journal\":{\"name\":\"Proceedings of the American Mathematical Society, Series B\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-10-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the American Mathematical Society, Series B\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/bproc/98\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the American Mathematical Society, Series B","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/bproc/98","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Proper scoring rules enable decision-theoretically principled comparisons of probabilistic forecasts. New scoring rules can be constructed by identifying the predictive distribution with an element of a parametric family and then applying a known scoring rule. We introduce a condition which ensures propriety in this construction and thereby obtain novel proper scoring rules.
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