Information‐Theoretical Assessment of the Performance of Likelihood Ratio Computation Methods
Information‐Theoretical Assessment of the Performance of Likelihood Ratio Computation Methods
Performance of likelihood ratio (LR) methods for evidence evaluation has been represented in the past using, for example, Tippett plots. We propose empirical cross-entropy (ECE) plots as a metric of accuracy based on the statistical theory of proper scoring rules, interpretable as information given by the evidence according to information …