PROPER LOCAL SCORING RULES
成果类型：
Article
署名作者：
Parry, Matthew; Dawid, A. Philip; Lauritzen, Steffen
署名单位：
University of Otago; University of Cambridge; University of Oxford
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/12-AOS971
发表日期：
2012
页码：
561-592
关键词：
摘要：
We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we allow further dependence on a finite number in of derivatives of the density at the outcome, and describe a large class of such m-local proper scoring rules: these exist for all even m but no odd m. We further show that for m >= 2 all such m-local rules can be computed without knowledge of the normalizing constant of the distribution.