用适当的评分规则验证点流程预测

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY
Claudio Heinrich‐Mertsching, Thordis L. Thorarinsdottir, Peter Guttorp, Max Schneider
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引用次数: 0

摘要

我们引入了一类适当的评分规则,用于评估基于汇总统计的空间点过程预测。这些评分规则依赖于蒙特卡罗期望近似值,因此可以很容易地对任何可以模拟的点过程模型进行评估。在这方面,它们比常用的对数评分和其他现有的点过程预测适当评分更加灵活。评分规则允许根据点过程的特定方面(如空间分布或聚类趋势)来评估模型的校准。通过模拟,我们分析了评分规则对预测不同方面的敏感性,并与对数评分进行了比较。在美国加利福尼亚州北部发生的地震和华盛顿州芬德利湖保护区太平洋银杉的空间分布中的应用,凸显了我们的评分对科学模型选择的实用性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Validation of point process predictions with proper scoring rules
We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. In this regard, they are more flexible than the commonly used logarithmic score and other existing proper scores for point process predictions. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency toward clustering. Using simulations, we analyze the sensitivity of our scoring rules to different aspects of the forecasts and compare it to the logarithmic score. Applications to earthquake occurrences in northern California, United States and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington highlight the usefulness of our scores for scientific model selection.
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来源期刊
Scandinavian Journal of Statistics
Scandinavian Journal of Statistics 数学-统计学与概率论
CiteScore
1.80
自引率
0.00%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Scandinavian Journal of Statistics is internationally recognised as one of the leading statistical journals in the world. It was founded in 1974 by four Scandinavian statistical societies. Today more than eighty per cent of the manuscripts are submitted from outside Scandinavia. It is an international journal devoted to reporting significant and innovative original contributions to statistical methodology, both theory and applications. The journal specializes in statistical modelling showing particular appreciation of the underlying substantive research problems. The emergence of specialized methods for analysing longitudinal and spatial data is just one example of an area of important methodological development in which the Scandinavian Journal of Statistics has a particular niche.
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