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Probabilistic Forecasts: Scoring Rules and Their Decomposition and Diagrammatic Representation via Bregman Divergences.

Gareth HughesCairistiona F. E. Topp
Published in: Entropy (2015)
Keyphrases
  • scoring rules
  • bregman divergences
  • cost sensitive
  • information theoretic
  • bayesian networks
  • decision trees
  • objective function
  • probabilistic model