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math.ST2015★ 1 cited
Existence and Uniqueness of Proper Scoring Rules
Evgeni Y. Ovcharov
To discuss the existence and uniqueness of proper scoring rules one needs to extend the associated entropy functions as sublinear functions to the conic hull of the prediction set.…
math.ST2015★ 2 cited
Proper Scoring Rules and Bregman Divergences
Evgeni Y. Ovcharov
We revisit the mathematical foundations of proper scoring rules (PSRs) and Bregman divergences and present their characteristic properties in a unified theoretical framework. In ma…