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Proper scoring & elicitation

Can a verifier be paid for a tolerance interval, not a point?

research/interval-scores

Companion to interval-elicitation: Winkler interval score for drift-tolerance intervals: strictly proper for the α/2 and 1−α/2 quantiles, closed-form regret, optimal expected score 4sφ(z)/α, width-misreport costs whose asymmetry flips with the level, and Cauchy drift where scores have no mean but paired differences are bounded.

7 tests

What it found

The Winkler interval score is strictly proper for the pair of quantiles, with closed-form regret and an optimal expected score of exactly 4sφ(z)/α. Misreporting the width by the same factor costs more when narrow at 95% coverage but more when wide at 80%, so there is no universal rule that overconfidence is worse. Under Cauchy drift the scores have no mean, yet paired differences are bounded, so evaluate verifiers against a benchmark report.

A figure from its own output

Figure produced by research/interval-scores: scale_regret
interval-scores/experiments/scale_regret.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.