Good Randomized Sequential Probability Forecasting is Always Possible

DOI10.1111/J.1467-9868.2005.00525.XMaRDI QIDQ5490618zbMATH OpenOpenAlexWikidataFDO

Authors Vladimir Vovk, Glenn Shafer

Publication date 4 October 2006

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2005.00525.x

zbMATH Keywords

calibrationgame theoretic probabilityprobability forecasting

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Asymptotic calibration
• Prequential probability: principles and properties
• On Testing the Validity of Sequential Probability Forecasts
• On calibration error of randomized forecasting algorithms
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Cites work

• Algorithmic Learning Theory
• An easier way to calibrate.
• Any Inspection is Manipulable
• Asymptotic calibration
• Calibration with Many Checking Rules
• Good Randomized Sequential Probability Forecasting is Always Possible
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 1010621 (Why is no real title available?)
• scientific article; zbMATH DE number 3034028 (Why is no real title available?)
• Probability and finance. It's only a game!
• The reproducible properties of correct forecasts

Cited in

(22)

• On calibration error of randomized forecasting algorithms
• A nonmanipulable test
• Prequential probability: principles and properties
• Randomization and entropy in machine learning and data processing
• Mostly calibrated
• Non-asymptotic calibration and resolution
• Merging and testing opinions
• The game-theoretic framework for probability
• Asymptotic calibration
• A Randomization Rule for Selecting Forecasts
• On Testing the Validity of Sequential Probability Forecasts
• A prequential test for exchangeable theories
• A betting interpretation for probabilities and Dempster-Shafer degrees of belief
• Game-theoretic versions of strong law of large numbers for unbounded variables
• Probabilistic Forecasts, Calibration and Sharpness
• Good Randomized Sequential Probability Forecasting is Always Possible
• Can we estimate macroforecasters' mis-behavior?
• Nonmanipulable Bayesian testing
• Judgment can spur long memory
• Analytic method for solving one class of nonlinear equations
• Vladimir V'yugin: short biography and some research contributions
• Implications of contrarian and one-sided strategies for the fair-coin game

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