Self-Calibrating Priors Do Not Exist
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Publication:3696286
DOI10.2307/2287891zbMATH Open0576.62006OpenAlexW4250989570MaRDI QIDQ3696286FDOQ3696286
Authors: David Oakes 
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2287891
Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)
Cited In (27)
- Learning in Games
- Failure of calibration is typical
- Online calibrated forecasts: memory efficiency versus universality for learning in games
- Consistency and cautious fictitious play
- On Sequences with Non-learnable Subsequences
- On the truth-convergence of open-minded Bayesianism
- Belief-based equilibrium
- Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
- Calibrated learning and correlated equilibrium
- On Calibration Error of Randomized Forecasting Algorithms
- Deterministic calibration and Nash equilibrium
- “Calibeating”: Beating forecasters at their own game
- Calibration and refinement for classification trees
- On calibration error of randomized forecasting algorithms
- On universal algorithms for adaptive forecasting
- Conditional universal consistency.
- Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
- Non-stochastic infinite and finite sequences
- Randomness is inherently imprecise
- An easier way to calibrate.
- Approachability, regret and calibration: implications and equivalences
- Stopping rules and the likelihood function
- On individual risk
- Testable implications of subjective expected utility theory
- Calibrated forecasting and merging
- Putnam's diagonal argument and the impossibility of a universal learning machine
- Non-asymptotic calibration and resolution
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