Related papers: Evaluating probabilistic forecasts of football mat…
Scoring goals in a soccer match can be interpreted as a stochastic process. In the most simple description of a soccer match one assumes that scoring goals can be described by a constant goal rate for each team, implying simple Poissonian…
This paper proposes normative criteria for voting rules under uncertainty about individual preferences. The criteria emphasize the importance of responsiveness, i.e., the probability that the social outcome coincides with the realized…
Scoring rules serve to quantify predictive performance. A scoring rule is proper if truth telling is an optimal strategy in expectation. Subject to customary regularity conditions, every scoring rule can be made proper, by applying a…
Probability estimation models play an important role in various fields, such as weather forecasting, recommendation systems, and sports analysis. Among several models estimating probabilities, it is difficult to evaluate which model gives…
We compare the performance of standard nearest-neighbor propensity score matching with that of an analogous Bayesian propensity score matching procedure. We show that the Bayesian approach makes better use of available information, as it…
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for…
We compare probabilistic predictions of extreme temperature anomalies issued by two different forecast schemes. One is a dynamical physical weather model, the other a simple data model. We recall the concept of skill scores in order to…
We define the likelihood and give a number of justifications for its use as a skill measure for probabilistic forecasts. We describe a number of different scores based on the likelihood, and briefly investigate the relationships between the…
The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…
Shafer (2021) offers a betting perspective on statistical testing which may be useful for foundational debates, given that disputes over such testing continue to be intense. To be helpful for researchers, however, this perspective will need…
Cricket is unarguably one of the most popular sports in the world. Predicting the outcome of a cricket match has become a fundamental problem as we are advancing in the field of machine learning. Multiple researchers have tried to predict…
The Brier score is a widely used metric evaluating overall performance of probabilistic predictions for binary outcomes in clinical research. However, its interpretation can be complex, as it does not align with commonly taught concepts in…
Every prediction is ultimately used in a downstream task. Consequently, evaluating prediction quality is more meaningful when considered in the context of its downstream use. Metrics based solely on predictive performance often diverge from…
This paper introduces a score-driven rating system, a generalization of the classical Elo rating system that employs the score, i.e. the gradient of the log-likelihood, as the updating mechanism for player and team ratings. The proposed…
India's most popular sport is cricket and is played across all over the nation in different formats like T20, ODI, and Test. The Indian Premier League (IPL) is a national cricket match where players are drawn from regional teams of India,…
We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable components: miscalibration, discrimination, and uncertainty. Our estimation and inference relies…
We use a simple machine learning model, logistically-weighted regularized linear least squares regression, in order to predict baseball, basketball, football, and hockey games. We do so using only the thirty-year record of which visiting…
We propose randomization tests of whether forecast 1 outperforms forecast 2 across a class of scoring functions. This hypothesis is of applied interest: While the prediction context often prescribes a certain class of scoring functions, it…
The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each…
We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical…