A mapping of predictive distributions through the censoring mechanism yields proper right-censored versions of the CRPS, Brier score, energy score and other losses, with the marginalized form proven proper under conditional independent censoring.
Z C y (1−F(s|x)) 2 ds C≥y, X=x # . By Fubini’s theorem, E
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Proper Scoring Rules for Right-Censored Survival Data
A mapping of predictive distributions through the censoring mechanism yields proper right-censored versions of the CRPS, Brier score, energy score and other losses, with the marginalized form proven proper under conditional independent censoring.