A review summarizing mathematical foundations, characterization results, families of proper scoring rules, and their roles in statistics and machine learning for estimation and forecast evaluation.
Haoqun Cao, Zizhuo Meng, Tianjun Ke, and Feng Zhou
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Proper scoring rules for estimation and forecast evaluation
A review summarizing mathematical foundations, characterization results, families of proper scoring rules, and their roles in statistics and machine learning for estimation and forecast evaluation.