期刊
IEEE TRANSACTIONS ON INFORMATION THEORY
卷 55, 期 10, 页码 4786-4792出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TIT.2009.2027573
关键词
Coherence; probability; scoring rule
This paper provides self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem recapitulates insights achieved by other investigators, and clarifies the connection of coherence and proper scoring rules to Bregman divergence.
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