Self-Calibrating Priors Do Not Exist
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(28)- On calibration error of randomized forecasting algorithms
- Non-stochastic infinite and finite sequences
- Calibration and refinement for classification trees
- Stopping rules and the likelihood function
- Calibrated learning and correlated equilibrium
- On individual risk
- Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
- Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
- Conditional universal consistency.
- An easier way to calibrate.
- Calibrated forecasting and merging
- Belief-based equilibrium
- Putnam's diagonal argument and the impossibility of a universal learning machine
- Randomness is inherently imprecise
- Online calibrated forecasts: memory efficiency versus universality for learning in games
- Failure of calibration is typical
- Approachability, regret and calibration: implications and equivalences
- Deterministic calibration and Nash equilibrium
- Non-asymptotic calibration and resolution
- On Sequences with Non-learnable Subsequences
- On Calibration Error of Randomized Forecasting Algorithms
- On the truth-convergence of open-minded Bayesianism
- Learning in Games
- “Calibeating”: Beating forecasters at their own game
- Consistency and cautious fictitious play
- A dilemma for Solomonoff prediction
- On universal algorithms for adaptive forecasting
- Testable implications of subjective expected utility theory
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