Probabilistic coherence and proper scoring rules

IEEE Transactions on Information Theory 55 (10):4786-4792 (2009)
  Copy   BIBTEX

Abstract

We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem recapitulates insights achieved by other investigators, and clarifi es the connection of coherence and proper scoring rules to Bregman divergence.

Links

PhilArchive



    Upload a copy of this work     Papers currently archived: 93,127

External links

Setup an account with your affiliations in order to access resources via your University's proxy server

Through your library

Analytics

Added to PP
2011-07-05

Downloads
37 (#445,119)

6 months
127 (#34,305)

Historical graph of downloads
How can I increase my downloads?

Citations of this work

Lockeans Maximize Expected Accuracy.Kevin Dorst - 2019 - Mind 128 (509):175-211.
The material theory of induction.John D. Norton - 2021 - Calgary, Alberta, Canada: University of Calgary Press.
Accuracy, Risk, and the Principle of Indifference.Richard Pettigrew - 2016 - Philosophy and Phenomenological Research 92 (1):35-59.
Interpretations of probability.Alan Hájek - 2007 - Stanford Encyclopedia of Philosophy.

View all 60 citations / Add more citations

References found in this work

No references found.

Add more references