相关论文: Local scale invariance and robustness of proper sc…

Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…

Scoring rules are aimed at evaluation of the quality of predictions, but can also be used for estimation of parameters in statistical models. We propose estimating parameters of multivariate spatial models by maximising the average…

Ordinal classification models assign higher penalties to predictions further away from the true class. As a result, they are appropriate for relevant diagnostic tasks like disease progression prediction or medical image grading. The…

There are several scoring rules that one can choose from in order to score probabilistic forecasting models or estimate model parameters. Whilst it is generally agreed that proper scoring rules are preferable, there is no clear criterion…

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical…

Scoring rules are an important tool for evaluating the performance of probabilistic forecasting schemes. In the binary case, scoring rules (which are strictly proper) allow for a decomposition into terms related to the resolution and to the…

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

We discuss weighted scoring rules for forecast evaluation and their connection to hypothesis testing. First, a general construction principle for strictly locally proper weighted scoring rules based on conditional densities and scoring…

Proper scoring rules are an essential tool to assess the predictive performance of probabilistic forecasts. However, propriety alone does not ensure an informative characterization of predictive performance and it is recommended to compare…

Strictly proper scoring rules (SPSR) are incentive compatible for eliciting information about random variables from strategic agents when the principal can reward agents after the realization of the random variables. They also quantify the…

We assess the impact of a multi-scale loss formulation for training probabilistic machine-learned weather forecasting models. The multi-scale loss is tested in AIFS-CRPS, a machine-learned weather forecasting model developed at the European…

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Over the last three decades, ensemble forecasts have become an integral part of forecasting the weather. They provide users with more complete information than single forecasts as they permit to estimate the probability of weather events by…

Rankings play a crucial role in decision-making. However, if minor changes to items significantly alter their rankings, the quality of the decisions being made can be compromised. The stability of ranking is a measure used to assess how…

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…

Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

Consistency, in a narrow sense, denotes the alignment between the forecast-optimization strategy and the verification directive. The current recommended deterministic solar forecast verification practice is to report the skill score based…