Theory and Applications of Proper Scoring Rules

 
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RSS local group meetings

Thursday 06 December 2018, 04:00pm - 05:00pm

 
Location 2.98, Armstrong Building, Newcastle University NE1 7RU

Philip Dawid - University of Cambridge

A proper scoring rules is a special kind of loss function that can be used to motivate You to quantify Your uncertainty honestly, as well as to measure the quality of Your past probability forecasts in the light of actual outcomes. I will discuss characterisations, properties and specialisations of proper scoring rules, and describe some of their uses, including robust estimation and Bayesian model selection. Other methods of assessing probability forecasts will also be described.

 

Attendance is free and open to all, whether fellows of the RSS or not.

The meeting will be preceded by the AGM of the Local Group.

A wine reception will follow the talk.

Organiser Name Kevin Wilson

Email Address This email address is being protected from spambots. You need JavaScript enabled to view it.

Organising Group(s) North Eastern Local Group

 

 

 

 

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