Semantic Scholar Open Access 2025 18 sitasi

Proper Scoring Rules for Estimation and Forecast Evaluation

Kartik G. Waghmare J. Ziegel

Abstrak

Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probability distributions. In this article, we review the mathematical foundations of proper scoring rules, including general characterization results and important families of scoring rules. We discuss their role in statistics and machine learning for estimation and forecast evaluation. Furthermore, we comment on interesting developments of their usage in applications.

Topik & Kata Kunci

Mathematics

Penulis (2)

Kartik G. Waghmare

J. Ziegel

Format Sitasi

APA MLA BibTeX

Waghmare, K.G., Ziegel, J. (2025). Proper Scoring Rules for Estimation and Forecast Evaluation. https://doi.org/10.1146/annurev-statistics-042424-050626

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Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Total Sitasi: 18×
Sumber Database: Semantic Scholar
DOI: 10.1146/annurev-statistics-042424-050626
Akses: Open Access ✓