@article{0e1587262fdc4bb89e71ff9983849ad2,
title = "Probabilistic coherence and proper scoring rules",
abstract = "This paper provides self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem recapitulates insights achieved by other investigators, and clarifies the connection of coherence and proper scoring rules to Bregman divergence.",
keywords = "Coherence, Probability, Scoring rule",
author = "Predd, {Joel B.} and Robert Seiringer and Lieb, {Elliott H.} and Osherson, {Daniel N.} and Poor, {H. Vincent} and Kulkarni, {Sanjeev R.}",
note = "Funding Information: Manuscript received March 02, 2008; revised April 21, 2009. Current version published September 23, 2009. This work was supported by the National Science Foundation (NSF) under Grants PHY-0652854 to E. H. Lieb, and PHY-0652356 to R. Seiringer. The work of R. Seiringer was also supported in part by A. P. Sloan Fellowship. The work of D. N. Osherson was supported by the Henry Luce Foundation. The work of H. V. Poor was supported by NSF under Grants ANI-03-38807 and CNS-06-25637. The work of S. R. Kulkarni was supported by the Office of Naval Research under Contracts W911NF-07-1-0185 and N00014-07-1-0555.",
year = "2009",
doi = "10.1109/TIT.2009.2027573",
language = "English (US)",
volume = "55",
pages = "4786--4792",
journal = "IEEE Transactions on Information Theory",
issn = "0018-9448",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "10",
}