Nalaganje...

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...

Popoln opis

Shranjeno v:
Bibliografske podrobnosti
izdano v:Entropy (Basel)
Glavni avtor: Vecer, Jan
Format: Artigo
Jezik:Inglês
Izdano: MDPI 2019
Teme:
Online dostop: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
Oznake: Označite
Brez oznak, prvi označite!