When Are Scoring Rules Proper? Bridging Theory and Practice in Survival Model Evaluation

תקציר מקורי באנגליתarXiv:2212.05260v4 Announce Type: replace-cross Abstract: Proper scoring rules encourage probabilistic predictions that match the true underlying distribution and are central to model evaluation, with increasing relevance in automated workflows such as AutoML. In survival analysis, however, their behavior under censoring is not fully understood. We study commonly used squared and logarithmic scoring rules for right-censored survival data under independent censoring, introducing a notion of marginal properness based on observable outcomes. Within this framework, we show that the SBS, evaluated at a fixed time point, along with its integrated version (ISBS) and the RCLL are strictly proper when all individuals eventually experience the event, but can become improper under finite follow-up or