相关论文: The problem with the Brier score

Scoring functions are used to evaluate and compare partially probabilistic forecasts. We investigate the use of rank-sum functions such as empirical Area Under the Curve (AUC), a widely-used measure of classification performance, as a…

Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…

Binary classification is a fundamental task in machine learning, with applications spanning various scientific domains. Whether scientists are conducting fundamental research or refining practical applications, they typically assess and…

We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.

The difference between a model forecast and actual observations is called forecast bias. This bias is due to either incomplete model assumptions and/or poorly known parameter values and initial/boundary conditions. In this paper we discuss…

This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based…

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…

The Improbability Scale (IS) is proposed as a way of communicating to the general public the improbability (and by implication, the probability) of events predicted as the result of scientific research. Through the use of the Improbability…

Online controlled experiments, or A/B tests, are large-scale randomized trials in digital environments. This paper investigates the estimands of the difference-in-means estimator in these experiments, focusing on scenarios with repeated…

This paper introduces a qualitative measure of ambiguity and analyses its relationship with other measures of uncertainty. Probability measures relative likelihoods, while ambiguity measures vagueness surrounding those judgments. Ambiguity…

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Quantifying cooperation or synergy among random variables in predicting a single target random variable is an important problem in many complex systems. We review three prior information-theoretic measures of synergy and introduce a novel…

Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…

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…

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…

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators,…

This note proposes a penalty criterion for assessing correct score forecasting in a soccer match. The penalty is based on hierarchical priorities for such a forecast i.e., i) Win, Draw and Loss exact prediction and ii) normalized Euclidian…

Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…

Educators must make decisions about learner expectations and skills on which to focus when it comes to laboratory activities. There are various approaches but the general pattern is to encourage students to measure ordered pairs, plot a…

The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…