Higher order elicitability and Osband's principle Page 1 The Annals of Statistics 2016, Vol. 44,
No. 4, 1680–1707 DOI: 10.1214/16-AOS1439 © Institute of Mathematical Statistics, 2016 …

Abstract Properties of distributions are real-valued functionals such as the mean, quantile or
conditional value at risk. A property is elicitable if there exists a scoring function such that …

We study the problem of making predictions of an adversarially chosen high-dimensional
state that are unbiased subject to an arbitrary collection of conditioning events, with the goal …

The elicitation of a statistic, or property of a distribution, is the task of devising proper scoring
rules, equivalently proper losses, which incentivize an agent or algorithm to truthfully …

Total Bregman divergences are a recent tweak of ordinary Bregman divergences originally
motivated by applications that required invariance by rotations. They have displayed …

Consider two forecasters, each making a single prediction for a sequence of events over
time. We ask a relatively basic question: how might we compare these forecasters, either …

An expert has full or partial probabilistic information about a random state. The expert is
asked to make a prediction regarding a property of the state distribution, that is, to answer a …

In this work we provide a theoretical framework for structured prediction that generalizes the
existing theory of surrogate methods for binary and multiclass classification based on …

The relative performance of competing point forecasts is usually measured in terms of loss
or scoring functions. It is widely accepted that these scoring function should be strictly …

A property, or statistical functional, is said to be elicitable if it minimizes the expected loss for
some loss function. The study of which properties are elicitable sheds light on the …