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stat.ME2023★ 2 cited
Decompositions of the mean continuous ranked probability score
Sebastian Arnold, Eva-Maria Walz, Johanna Ziegel +1
The continuous ranked probability score (crps) is the most commonly used scoring rule in the evaluation of probabilistic forecasts for real-valued outcomes. To assess and rank fore…
stat.ME2023★ 3 cited
Evaluating Probabilistic Classifiers: The Triptych
Timo Dimitriadis, Tilmann Gneiting, Alexander I. Jordan +1
Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating an…