Coherence with Proper Scoring Rules
| Abstract | • Coherence1 for previsions of random variables with generalized betting; • Coherence2 for probability forecasts of events with Brier score penalty; • Coherence3 probability forecasts of events with various proper scoring rules | |||||||||
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Bruno De Finetti (1981). The Role of 'Dutch Books' and of 'Proper Scoring Rules'. British Journal for the Philosophy of Science 32 (1):55 - 56.
Bruno de Finetti (1981). The Role of 'Dutch Books' and of 'Proper Scoring Rules'. British Journal for the Philosophy of Science 32 (1):55-56.
Bruno de Finetti (1981). The Role of 'Dutch Books' and of 'Proper Scoring Rules'. British Journal for the Philosophy of Science 32 (1):55-56.
Teddy Seidenfeld (1985). Calibration, Coherence, and Scoring Rules. Philosophy of Science 52 (2):274-294.
Joel Predd, Robert Seiringer, Elliott Lieb, Daniel Osherson, H. Vincent Poor & Sanjeev Kulkarni (2009). Probabilistic Coherence and Proper Scoring Rules. IEEE Transactions on Information Theory 55 (10):4786-4792.
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