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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Adding weights to the Brier score

Fix $n > 0$, and consider the space $\cal P$ of probability functions defined over the Boolean closure of a fixed $\cal S = \{ s_1, \ldots, s_n \}$. The Brier score of $P \in \cal P$ at $s_i \in \cal …