Calibration-based empirical probability

DOI10.1214/AOS/1176349736MaRDI QIDQ1072208zbMATH OpenOpenAlexWikidataFDO

Authors A. Philip Dawid

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349736

zbMATH Keywords

forecastsempirical probabilityfrequentist interpretations of probability

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Turing machines and related notions (03D10)

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Cited in

(39)

• Probability and relative frequency
• Empirical kalman-Credibility
• Failure of calibration is typical
• Prequential analysis of complex data with adaptive model reselection
• Empirical definition of probability: special case of its theoretical definition
• Bootstrap model selection for possibly dependent and heterogeneous data
• On Sequences with Non-learnable Subsequences
• Calibration, Sufficiency, and Domination Considerations for Bayesian Probability Assessors
• Online forecast combinations of distributions: worst case bounds
• scientific article; zbMATH DE number 3930111 (Why is no real title available?)
• On Calibration Error of Randomized Forecasting Algorithms
• Modeling parallel transport
• Calibration and refinement for classification trees
• Calibration of Probability Density Function
• Strictly Frequentist Imprecise Probability
• Merging and testing opinions
• Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• On calibration error of randomized forecasting algorithms
• Forecasting point and continuous processes: Prequential analysis
• On universal algorithms for adaptive forecasting
• Merging of opinions in game-theoretic probability
• Prequential randomness and probability
• Universal forecasting algorithms
• Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
• Non-stochastic infinite and finite sequences
• Editorial. Probability and statistics: foundations and history. Special issue in honor of Glenn Shafer
• Randomness is inherently imprecise
• Did Jean Ville Invent Martingales?
• A unifying theory of distance from calibration
• A nonmanipulable test
• Prequential Randomness
• Applications of combined financial strategies based on universal adaptive forecasting
• Region-referenced spectral power dynamics of EEG signals: a hierarchical modeling approach
• On individual risk
• Probability theory for the Brier game
• Leading strategies in competitive on-line prediction
• Putnam's diagonal argument and the impossibility of a universal learning machine
• Non-asymptotic calibration and resolution
• Inferential Models: A Framework for Prior-Free Posterior Probabilistic Inference

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