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math.ST2011
Combining Predictive Distributions
Tilmann Gneiting, Roopesh Ranjan
Predictive distributions need to be aggregated when probabilistic forecasts are merged, or when expert opinions expressed in terms of probability distributions are fused. We take a…
math.ST2011★ 26 cited
Local proper scoring rules of order two
Werner Ehm, Tilmann Gneiting
Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scor…