Calibration with Many Checking Rules

DOI10.1287/MOOR.28.1.141.14264MaRDI QIDQ5704118zbMATH OpenOpenAlexFDO

Authors Alvaro Sandroni, Rann Smorodinsky, Rakesh V. Vohra

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1f3cdd71cd68162aa28808fe694bfabe0059bd0f

zbMATH Keywords

forecast, probabilistic forecast, calibration

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Operations research and management science (90B99) Decision theory for games (91A35)

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Cited in

(31)

• On calibration error of randomized forecasting algorithms
• A nonmanipulable test
• Calibration-based empirical probability
• Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
• Special issue: Learning in games: a symposium in honor of David Blackwell.
• An easier way to calibrate.
• Belief-based equilibrium
• Transferable deposits as a screening mechanism
• On comparison of experts
• Online calibrated forecasts: memory efficiency versus universality for learning in games
• Failure of calibration is typical
• Approachability, regret and calibration: implications and equivalences
• Non-asymptotic calibration and resolution
• Merging and testing opinions
• A strategy-proof test of portfolio returns
• On Sequences with Non-learnable Subsequences
• Calibration and internal no-regret with random signals
• Well-calibrated, coherent forecasting systems
• Asymptotic calibration
• Any Inspection is Manipulable
• Efficient testing of forecasts
• Note on universal conditional consistency
• Algorithmic Learning Theory
• Probabilistic Forecasts, Calibration and Sharpness
• Good Randomized Sequential Probability Forecasting is Always Possible
• Indistinguishable predictions and multi-group fair learning
• Testing theories with learnable and predictive representations
• Nonmanipulable Bayesian testing
• On universal algorithms for adaptive forecasting
• Approachability with delayed information
• Regret minimization in repeated matrix games with variable stage duration

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