Failure of calibration is typical

DOI10.1016/J.SPL.2013.06.024MaRDI QIDQ2435755zbMATH OpenOpenAlexFDO

Authors Gordon Belot

Publication date 19 February 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.4943

zbMATH Keywords

Banach-Mazur gameBayesianismcalibration

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Topological data analysis (62R40) Applications of game theory (91A80)

Abstract: Schervish (1985b) showed that every forecasting system is noncalibrated for uncountably many data sequences that it might see. This result is strengthened here: from a topological point of view, failure of calibration is typical and calibration rare. Meanwhile, Bayesian forecasters are certain that they are calibrated---this invites worries about the connection between Bayesianism and rationality.

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Cites work

• Algorithmic Learning Theory
• Asymptotic calibration
• Calibration-based empirical probability
• scientific article; zbMATH DE number 3128731 (Why is no real title available?)
• scientific article; zbMATH DE number 3976070 (Why is no real title available?)
• On calibration error of randomized forecasting algorithms
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Self-Calibrating Priors Do Not Exist
• The Well-Calibrated Bayesian

Cited in

(6)

• Calibration-based empirical probability
• On individual risk
• Randomness is inherently imprecise
• Brittleness of Bayesian inference under finite information in a continuous world
• Calibration and convexity: response to Gregory Wheeler
• Bayesian orgulity

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