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

Daley, Daryl; Vere-Jones, David

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

Date

2004

Authors

Daley, Daryl

Vere-Jones, David

Publisher

Applied Probability Trust

Abstract

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