Scoring Rules for Performative Binary Prediction. (arXiv:2207.02847v1 [cs.LG])

We construct a model of expert prediction where predictions can influence the
state of the world. Under this model, we show through theoretical and numerical
results that proper scoring rules can incentivize experts to manipulate the
world with their predictions. We also construct a simple class of scoring rules
that avoids this problem.

arxiv binary lg prediction rules scoring