惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

J
Java Code Geeks
量子位
腾讯CDC
A
About on SuperTechFans
小众软件
小众软件
Microsoft Azure Blog
Microsoft Azure Blog
T
Tailwind CSS Blog
V
V2EX
B
Blog RSS Feed
H
Hackread – Cybersecurity News, Data Breaches, AI and More
GbyAI
GbyAI
Recent Announcements
Recent Announcements
Microsoft Security Blog
Microsoft Security Blog
博客园 - 叶小钗
罗磊的独立博客
宝玉的分享
宝玉的分享
WordPress大学
WordPress大学
大猫的无限游戏
大猫的无限游戏
IT之家
IT之家
V
Visual Studio Blog
D
DataBreaches.Net
博客园 - 三生石上(FineUI控件)
月光博客
月光博客
有赞技术团队
有赞技术团队

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Scoring Alternative Forecast Distributions: Completing th...
Frank Lad, Giuseppe Sanfilippo · 2018-06-29 · via math.PR updates on arXiv.org

We develop two surprising new results regarding the use of proper scoring rules for evaluating the predictive quality of two alternative sequential forecast distributions. Both of the proponents prefer to be awarded a score derived from the other's distribution rather than a score awarded on the basis of their own. A Pareto optimal exchange of their scoring outcomes provides the basis for a comparison of forecast quality that is preferred by both forecasters, and also evades a feature of arbitrariness inherent in using the forecasters' own achieved scores. The well-known Kullback divergence, used as a measure of information, is evaluated via the entropies in the two forecast distributions and the two cross-entropies between them. We show that Kullback's symmetric measure needs to be appended by three component measures if it is to characterise completely the information content of the two asserted probability forecasts. Two of these do not involve entropies at all. The resulting 'Kullback complex' supported by the 4-dimensional measure is isomorphic to an equivalent vector measure generated by the forecasters' expectations of their scores, each for one's own score and for the other's score. We foreshadow the results of a sophisticated application of the Pareto relative scoring procedure for actual sequentional observations, and we propose a standard format for evaluation.