[Forum SIS] Seminario A. Philip Dawid

[Paola Vicard]

************** AVVISO DI SEMINARIO***************

Mercoledì 16 maggio 2012 alle ore 14,30
presso l'Aula 16 del Dipartimento di Economia,
Università Roma Tre, Via Silvio D’Amico 77

il Prof. A. Philip Dawid
Statistical Laboratory, University of Cambridge

terrà un seminario dal titolo:

PROPER SCORING RULES

Abstract:
A scoring rule S(x, Q) measures the quality of a quoted distribution for 
an uncertain quantity X in the light of the realised value x of X. It is 
proper when it encourages honesty, i.e, when, if your uncertainty about 
X is represented by a distribution P, the choice Q = P minimises your 
expected loss. Traditionally, a scoring rule has been called local if it 
depends on Q only through q(x), the density of Q at x. The only proper 
local scoring rule is then the log-score, -log q(x). For the continuous 
case, we can weaken the definition of locality to allow dependence on a 
finite number m of derivatives of q at x. A characterisation is given of 
such order-m local proper scoring rules, and their behaviour under 
transformations of the outcome space. In particular, any m-local scoring 
rule with m>0 can be computed without knowledge of the normalising 
constant of the density. Parallel results for discrete sample spaces 
will be given.

Papers available at arXiv:1101.5011v1, arXiv:1104.2224v1


Tutti gli interessati sono invitati a partecipare.


-- 
Paola Vicard
Dipartimento di Economia
Università Roma Tre
Via Silvio D'Amico 77
00145 Roma, Italia
Tel: +39 06 57335684
Fax: +39 06 57335771
E-mail: vicard a uniroma3.it
Personal web page: http://tinyurl.com/29tnjw5
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