相关论文: Compatible Weighted Proper Scoring Rules

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

While machine-learning models are flourishing and transforming many aspects of everyday life, the inability of humans to understand complex models poses difficulties for these models to be fully trusted and embraced. Thus, interpretability…

This paper characterizes optimal classification when individuals adjust their behavior in response to the classification rule. We model the interaction between a designer and a population as a Stackelberg game: the designer selects a…

Minimizing expected loss measured by a proper scoring rule, such as Brier score or log-loss (cross-entropy), is a common objective while training a probabilistic classifier. If the data have experienced dataset shift where the class…

Three paediatric cardiologists assessed nearly 1000 imprecise subjective conditional probabilities for a simple belief network representing congenital heart disease, and the quality of the assessments has been measured using prospective…

Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates,…

We introduces a general linear framework that unifies the study of multi-winner voting rules and proportionality axioms, demonstrating that many prominent multi-winner voting rules-including Thiele methods, their sequential variants, and…

Several researchers have experimentally shown that substantial improvements can be obtained in difficult pattern recognition problems by combining or integrating the outputs of multiple classifiers. This chapter provides an analytical…

Voting systems typically treat all voters equally. We argue that perhaps they should not: Voters who have supported good choices in the past should be given higher weight than voters who have supported bad ones. To develop a formal…

The power law is useful in describing count phenomena such as network degrees and word frequencies. With a single parameter, it captures the main feature that the frequencies are linear on the log-log scale. Nevertheless, there have been…

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point forecasts, probabilistic forecasts aim to provide a more…

We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…

Important decisions are likely made by groups of agents. Thus group decision making is very common in practice. Very transparent group aggregating rules are given by weighted voting, where each agent is assigned a weight. Here a proposal is…

In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we…

This note is a discussion of the article "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio, to appear in Bayesian Analysis. While appreciating the concepts behind the use of proper scoring rules, including…

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good…

Rule ensembles are designed to provide a useful trade-off between predictive accuracy and model interpretability. However, the myopic and random search components of current rule ensemble methods can compromise this goal: they often need…

Scoring rules are an established way of comparing predictive performances across model classes. In the context of survival analysis, they require adaptation in order to accommodate censoring. This work investigates using scoring rules for…