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Validation of point process predictions with proper scoring rules.

Authors :
Heinrich‐Mertsching, Claudio
Thorarinsdottir, Thordis L.
Guttorp, Peter
Schneider, Max
Source :
Scandinavian Journal of Statistics. Dec2024, Vol. 51 Issue 4, p1533-1566. 34p.
Publication Year :
2024

Abstract

We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. In this regard, they are more flexible than the commonly used logarithmic score and other existing proper scores for point process predictions. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency toward clustering. Using simulations, we analyze the sensitivity of our scoring rules to different aspects of the forecasts and compare it to the logarithmic score. Applications to earthquake occurrences in northern California, United States and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington highlight the usefulness of our scores for scientific model selection. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03036898
Volume :
51
Issue :
4
Database :
Academic Search Index
Journal :
Scandinavian Journal of Statistics
Publication Type :
Academic Journal
Accession number :
180703102
Full Text :
https://doi.org/10.1111/sjos.12736