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Validation of point process predictions with proper scoring rules

10/22/2021
by   Claudio Heinrich-Mertsching, et al.
Norsk Regnesentral
0

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 towards 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, USA and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington, USA highlight the usefulness of our scores for scientific model selection.

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