Coherent conditional previsions and proper scoring rules

Giuseppe Sanfilippo, Angelo Gilio, Veronica Biazzo

Risultato della ricerca: Chapter

17 Citazioni (Scopus)

Abstract

In this paper we study the relationship between the notion of coherence for conditional prevision assessments on a family of finite conditional random quantities and the notion of admissibility with respect to bounded strictly proper scoring rules. Our work extends recent results given by the last two authors of this paper on the equivalence between coherence and admissibility for conditional probability assessments. In order to prove that admissibility implies coherence a key role is played by the notion of Bregman divergence.
Lingua originaleEnglish
Titolo della pubblicazione ospiteAdvances in computational intelligence
Pagine146-156
Numero di pagine11
Stato di pubblicazionePublished - 2012

Serie di pubblicazioni

NomeCOMMUNICATIONS IN COMPUTER AND INFORMATION SCIENCE

All Science Journal Classification (ASJC) codes

  • ???subjectarea.asjc.1700.1700???
  • ???subjectarea.asjc.2600.2600???

Fingerprint Entra nei temi di ricerca di 'Coherent conditional previsions and proper scoring rules'. Insieme formano una fingerprint unica.

Cita questo