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Validation of point process predictions with proper scoring rules

Author

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  • Claudio Heinrich‐Mertsching
  • Thordis L. Thorarinsdottir
  • Peter Guttorp
  • Max Schneider

Abstract

We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. In this regard, they are more flexible than the commonly used logarithmic score and other existing proper scores for point process predictions. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency toward clustering. Using simulations, we analyze the sensitivity of our scoring rules to different aspects of the forecasts and compare it to the logarithmic score. Applications to earthquake occurrences in northern California, United States and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington highlight the usefulness of our scores for scientific model selection.

Suggested Citation

  • Claudio Heinrich‐Mertsching & Thordis L. Thorarinsdottir & Peter Guttorp & Max Schneider, 2024. "Validation of point process predictions with proper scoring rules," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(4), pages 1533-1566, December.
  • Handle: RePEc:bla:scjsta:v:51:y:2024:i:4:p:1533-1566
    DOI: 10.1111/sjos.12736
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