In this paper we study the relationship between the notion of coherence for conditional prevision assessments on a family of finite conditional random quantities and the notion of admissibility with respect to bounded strictly proper scoring rules. Our work extends recent results given by the last two authors of this paper on the equivalence between coherence and admissibility for conditional probability assessments. In order to prove that admissibility implies coherence a key role is played by the notion of Bregman divergence. © 2012 Springer-Verlag.
Coherent conditional previsions and proper scoring rules / Veronica, Biazzo; Gilio, Angelo; Giuseppe, Sanfilippo. - STAMPA. - 300 CCIS:PART 4(2012), pp. 146-156. ((Intervento presentato al convegno 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2012 tenutosi a Catania nel 9 July 2012 through 13 July 2012. - COMMUNICATIONS IN COMPUTER AND INFORMATION SCIENCE. [10.1007/978-3-642-31724-8_16].
Coherent conditional previsions and proper scoring rules
GILIO, ANGELO;
2012
Abstract
In this paper we study the relationship between the notion of coherence for conditional prevision assessments on a family of finite conditional random quantities and the notion of admissibility with respect to bounded strictly proper scoring rules. Our work extends recent results given by the last two authors of this paper on the equivalence between coherence and admissibility for conditional probability assessments. In order to prove that admissibility implies coherence a key role is played by the notion of Bregman divergence. © 2012 Springer-Verlag.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
