Probabilistic coherence and proper scoring rules

J. Predd, R. Seiringer, É. Lieb, D. Osherson, H. Poor, S. Kulkarni, IEEE Transactions on Information Theory 55 (2009) 4786–4792.


Journal Article | Published
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Abstract
This paper provides 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 clarifies the connection of coherence and proper scoring rules to Bregman divergence.
Publishing Year
Date Published
2009-10-01
Journal Title
IEEE Transactions on Information Theory
Volume
55
Issue
10
Page
4786 - 4792
IST-REx-ID

Cite this

Predd J, Seiringer R, Lieb É, Osherson D, Poor H, Kulkarni S. Probabilistic coherence and proper scoring rules. IEEE Transactions on Information Theory. 2009;55(10):4786-4792. doi:10.1109/TIT.2009.2027573
Predd, J., Seiringer, R., Lieb, É., Osherson, D., Poor, H., & Kulkarni, S. (2009). Probabilistic coherence and proper scoring rules. IEEE Transactions on Information Theory, 55(10), 4786–4792. https://doi.org/10.1109/TIT.2009.2027573
Predd, Joel, Robert Seiringer, Élliott Lieb, Daniel Osherson, Harold Poor, and Sanjeev Kulkarni. “Probabilistic Coherence and Proper Scoring Rules.” IEEE Transactions on Information Theory 55, no. 10 (2009): 4786–92. https://doi.org/10.1109/TIT.2009.2027573.
J. Predd, R. Seiringer, É. Lieb, D. Osherson, H. Poor, and S. Kulkarni, “Probabilistic coherence and proper scoring rules,” IEEE Transactions on Information Theory, vol. 55, no. 10, pp. 4786–4792, 2009.
Predd J, Seiringer R, Lieb É, Osherson D, Poor H, Kulkarni S. 2009. Probabilistic coherence and proper scoring rules. IEEE Transactions on Information Theory. 55(10), 4786–4792.
Predd, Joel, et al. “Probabilistic Coherence and Proper Scoring Rules.” IEEE Transactions on Information Theory, vol. 55, no. 10, IEEE, 2009, pp. 4786–92, doi:10.1109/TIT.2009.2027573.

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