Scoring rules for statistical models on spheres

Yuya Takasu, Keisuke Yano and Fumiyasu Komaki

Statistics & Probability Letters, 2018, vol. 138, issue C, 111-115

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).

Keywords: Directional statistics; Divergence; Normalizing constant (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.02.054

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