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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514142/ https://www.ncbi.nlm.nih.gov/pubmed/33266752 http://dx.doi.org/10.3390/e21010036 |