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SUMMARY:Proper Scoring Rules - Estimation and Forecast Evaluation - Kartik
  Waghmare (ETH Zürich)
DTSTART:20250828T100000Z
DTEND:20250828T103000Z
UID:TALK234511@talks.cam.ac.uk
DESCRIPTION:Proper scoring rules have been a subject of growing interest i
 n recent years\, not only as tools for evaluation of probabilistic forecas
 ts but also as methods for estimating probability distributions. In this t
 alk\, we review the mathematical foundations of proper scoring rules inclu
 ding general characterization results and important families of scoring ru
 les and discuss their role in statistics and machine learning for estimati
 on and forecast evaluation.\nBased on joint work with Prof. Johanna Ziegel
 \, ETH Zurich.
LOCATION:Seminar Room 1\, Newton Institute
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