Well-calibrated, coherent forecasting systems

DOI10.4213/TVP1717MaRDI QIDQ3842383zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Eugenio Regazzini, Pietro Rigo

Publication date 21 January 1999

Published in Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL http://epubs.siam.org/sam-bin/dbq/article/97598

zbMATH Keywords

calibrationcoherenceconditional expectationsconditional probabilityconglomerabilityextensionfinite additivitypredictive inferencestrategy

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sequential statistical methods (62L99) Inference from stochastic processes and prediction (62M20)

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• Coherent predictions are strategic
• A Glivenko-Cantelli theorem for exchangeable random variables
• De Finetti's contribution to probability and statistics
• A uniform limit theorem for predictive distributions
• Calibrated forecasting and merging
• Interpreting connexive principles in coherence-based probability logic
• Probabilities of conditionals and previsions of iterated conditionals
• A class of models for Bayesian predictive inference
• Theory-coherent forecasting
• Merging and testing opinions
• A note on a conjectured sharpness principle for probabilistic forecasting with calibration
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• Bayesian Predictive Inference Without a Prior
• Connexive logic, probabilistic default reasoning, and compound conditionals
• A probabilistic view on predictive constructions for Bayesian learning
• Conditional random quantities and compounds of conditionals
• Asymptotics of certain conditionally identically distributed sequences

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