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Tag: scoring

  • Signature Kernel Scoring Rule as Spatio-Temporal Diagnostic for Probabilistic Forecasting

    Signature Kernel Scoring Rule as Spatio-Temporal Diagnostic for Probabilistic Forecasting arXiv:2510.19110v1 Announce Type: new Abstract: Modern weather forecasting has increasingly transitioned from numerical weather prediction (NWP) to data-driven machine learning forecasting techniques. While these new models produce probabilistic forecasts to quantify uncertainty, their training and evaluation may remain hindered by conventional scoring rules, primarily MSE,…

  • Honestly Uncertain

    Honestly Uncertain Ethical issues aside, should you be honest when asked how certain you are about some belief? Of course, it depends. In this blog post, you’ll learn on what. Different ways of evaluating probabilistic predictions come with dramatically different degrees of “optimal honesty”. Perhaps surprisingly, the linear function that assigns +1 to true and fully…