“Calibeating”: Beating forecasters at their own game

DOI10.3982/te5330arXiv2209.04892MaRDI QIDQ6180412

Dean P. Foster, Sergiu Hart

Publication date: 19 January 2024

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04892

zbMATH Keywords

expertsBrier scorecalibeatingcalibrated forecastscalibration scorerefinement score

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• An analog of the minimax theorem for vector payoffs
• Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
• A proof of calibration via Blackwell's approachability theorem.
• Prediction in the worst case
• Self-Calibrating Priors Do Not Exist
• The Well-Calibrated Bayesian
• Asymptotic calibration
• Competitive On-line Statistics
• Prediction, Learning, and Games
• Univariate Discrete Distributions
• Relative loss bounds for on-line density estimation with the exponential family of distributions

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