Asymptotic calibration
From MaRDI portal
Publication:4212770
DOI10.1093/biomet/85.2.379zbMath0947.62059OpenAlexW4255572858MaRDI QIDQ4212770
Dean P. Foster, Rakesh V. Vohra
Publication date: 15 December 1998
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/85.2.379
Inference from stochastic processes and prediction (62M20) Foundations and philosophical topics in statistics (62A01) Other game-theoretic models (91A40)
Related Items (only showing first 100 items - show all)
“Calibeating”: Beating forecasters at their own game ⋮ Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty ⋮ Robust option pricing: Hannan and Blackwell meet Black and Scholes ⋮ A general internal regret-free strategy ⋮ Belief-based equilibrium ⋮ Online calibrated forecasts: memory efficiency versus universality for learning in games ⋮ Regret matching with finite memory ⋮ Testing theories with learnable and predictive representations ⋮ On Sequences with Non-learnable Subsequences ⋮ No-regret algorithms in on-line learning, games and convex optimization ⋮ Indistinguishable predictions and multi-group fair learning ⋮ Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: boxoffice prophecy and guess of guesses ⋮ Learning in games with cumulative prospect theoretic preferences ⋮ Playing against no-regret players ⋮ Safe probability ⋮ On Calibration Error of Randomized Forecasting Algorithms ⋮ Learning, hypothesis testing, and Nash equilibrium. ⋮ Failure of calibration is typical ⋮ Approachability, regret and calibration: implications and equivalences ⋮ Nonmanipulable Bayesian testing ⋮ Supermartingales in Prediction with Expert Advice ⋮ Regret minimization in repeated matrix games with variable stage duration ⋮ Randomized prediction of individual sequences ⋮ Book review of: Sergiu Hart and Andreu Mas-Colell, Simple adaptive strategies: from regret-matching to uncoupled dynamics ⋮ Deterministic calibration and Nash equilibrium ⋮ Learning in Games ⋮ Non-asymptotic calibration and resolution ⋮ Applications of combined financial strategies based on universal adaptive forecasting ⋮ Leading strategies in competitive on-line prediction ⋮ Unnamed Item ⋮ Smooth calibration, leaky forecasts, finite recall, and Nash dynamics ⋮ Exponential weight algorithm in continuous time ⋮ An axiomatic characterization of wagering mechanisms ⋮ Note on universal conditional consistency ⋮ On the degree of univariate polynomials over the integers ⋮ Probabilistic Forecasts, Calibration and Sharpness ⋮ Mostly calibrated ⋮ A general class of adaptive strategies ⋮ Supermartingales in prediction with expert advice ⋮ EFFICIENT TESTING OF FORECASTS ⋮ On comparison of experts ⋮ Internal regret in on-line portfolio selection ⋮ A payoff-based learning procedure and its application to traffic games ⋮ Merging and testing opinions ⋮ Internal regret in on-line portfolio selection ⋮ High-confidence predictions under adversarial uncertainty ⋮ Quantum rejection sampling ⋮ Compressed matrix multiplication ⋮ Statistical calibration: a simplification of Foster's proof ⋮ Near-optimal no-regret algorithms for zero-sum games ⋮ On calibration error of randomized forecasting algorithms ⋮ A nonmanipulable test ⋮ Transferable deposits as a screening mechanism ⋮ Special issue: Learning in games: a symposium in honor of David Blackwell. ⋮ Regret in the on-line decision problem ⋮ A proof of calibration via Blackwell's approachability theorem. ⋮ Adaptive game playing using multiplicative weights ⋮ Learning hurdles for sleeping experts ⋮ Restriction access ⋮ Mechanism design with approximate valuations ⋮ Quantum strategic game theory ⋮ The curse of simultaneity ⋮ No justified complaints ⋮ From randomizing polynomials to parallel algorithms ⋮ Practical verified computation with streaming interactive proofs ⋮ Paging for multi-core shared caches ⋮ Noise vs computational intractability in dynamics ⋮ Distribution free evolvability of polynomial functions over all convex loss functions ⋮ Algorithms on evolving graphs ⋮ Towards deterministic tree code constructions ⋮ Linear time decoding of regular expander codes ⋮ List decoding subspace codes from insertions and deletions ⋮ Bounds on locally testable codes with unique tests ⋮ Approximately optimal mechanism design via differential privacy ⋮ Fairness through awareness ⋮ Dynamics of prisoner's dilemma and the evolution of cooperation on networks ⋮ Crowdsourced Bayesian auctions ⋮ Super-polynomial quantum speed-ups for boolean evaluation trees with hidden structure ⋮ Quantum interactive proofs with weak error bounds ⋮ Quantum money from knots ⋮ (Leveled) fully homomorphic encryption without bootstrapping ⋮ From extractable collision resistance to succinct non-interactive arguments of knowledge, and back again ⋮ Targeted malleability ⋮ Sherali-Adams relaxations and indistinguishability in counting logics ⋮ Graph densification ⋮ Spectral sparsification via random spanners ⋮ Multicommodity flows and cuts in polymatroidal networks ⋮ On persistent homotopy, knotted complexes and the Alexander module ⋮ Gadgets and anti-gadgets leading to a complexity dichotomy ⋮ On beating the hybrid argument ⋮ Linear programming, width-1 CSPs, and robust satisfaction ⋮ Marginal hitting sets imply super-polynomial lower bounds for permanent ⋮ On universal algorithms for adaptive forecasting ⋮ Calibration and Internal No-Regret with Random Signals ⋮ On the stability of an adaptive learning dynamics in traffic games ⋮ Good Randomized Sequential Probability Forecasting is Always Possible ⋮ On the empirical relevance of correlated equilibrium ⋮ Exponential weight approachability, applications to calibration and regret minimization ⋮ Unnamed Item ⋮ A strategy-proof test of portfolio returns
This page was built for publication: Asymptotic calibration