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) Decision theory for games (91A35) Operations research and management science (90B99)

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Cited in

(29)

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

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