Calibrated forecasting and merging
From MaRDI portal
Publication:1818290
DOI10.1006/game.1998.0608zbMath0954.62109OpenAlexW2058195458MaRDI QIDQ1818290
Rann Smorodinsky, Ehud Lehrer, Ehud Kalai
Publication date: 4 January 2000
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: http://www.dklevine.com/archive/refs4584.pdf
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (14)
Calibrated learning and correlated equilibrium ⋮ Testing theories with learnable and predictive representations ⋮ Regret minimization in repeated matrix games with variable stage duration ⋮ A prequential test for exchangeable theories ⋮ Deterministic calibration and Nash equilibrium ⋮ Learning in Games ⋮ Entropy bounds on Bayesian learning ⋮ Learning the fundamentals in a stationary environment ⋮ Note on universal conditional consistency ⋮ Mostly calibrated ⋮ Conditional universal consistency. ⋮ An easier way to calibrate. ⋮ Opportunistic Approachability and Generalized No-Regret Problems ⋮ Calibration and Bayesian learning.
Cites Work
- Unnamed Item
- Unnamed Item
- Weak and strong merging of opinions
- Bayesian learning leads to correlated equilibria in normal form games
- Belief affirming in learning processes
- Calibrated learning and correlated equilibrium
- Conditional universal consistency.
- An easier way to calibrate.
- Rational Learning Leads to Nash Equilibrium
- Self-Calibrating Priors Do Not Exist
- Merging of Opinions with Increasing Information
- Time to Build and Aggregate Fluctuations
- The Well-Calibrated Bayesian
- Compatible Measures and Merging
- Self-Confirming Equilibrium
This page was built for publication: Calibrated forecasting and merging