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Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization

We propose a novel approach of model selection for probability estimates that may be applied in time evolving setting. Specifically, we show that any discrepancy between different probability estimates opens a possibility to compare them by trading on a hypothetical betting market that trades probab...

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Vydáno v:Entropy (Basel)
Hlavní autor: Vecer, Jan
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI 2019
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC7514142/
https://ncbi.nlm.nih.gov/pubmed/33266752
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21010036
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