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Scoring probability forecasts for point processes: the entropy score and information gain

Daley, Daryl; Vere-Jones, David

Description

The entropy score of an observed outcome that has been given a probability forecast p is defined to be -log p. If p is derived from a probability model and there is a background model for which the same outcome has probability π, then the log ratio log(p

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/78810
Source: Journal of Applied Probability

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