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Scoring rules for statistical models on spheres

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  • Takasu, Yuya
  • Yano, Keisuke
  • Komaki, Fumiyasu

Abstract

We introduce a novel class of strictly proper scoring rules for statistical models on spheres that does not require the calculation of normalizing constants. The class contains the Hyvärinen scoring rule investigated by Mardia et al.(2016).

Suggested Citation

  • Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu, 2018. "Scoring rules for statistical models on spheres," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 111-115.
    • Handle: RePEc:eee:stapro:v:138:y:2018:i:c:p:111-115
    DOI: 10.1016/j.spl.2018.02.054
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    References listed on IDEAS

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    1. A. Kume & Andrew T. A. Wood, 2005. "Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants," Biometrika, Biometrika Trust, vol. 92(2), pages 465-476, June.
    2. A. Dawid, 2007. "The geometry of proper scoring rules," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(1), pages 77-93, March.
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