Asymptotic Calibration

Can we forecast the probability of an arbitrary sequence of events happening so that the stated probability of an event happening is close to its empirical probability? We can view this prediction problem as a game played against Nature, where at the beginning of the game Nature picks a data sequenc... Ausführliche Beschreibung

1. Person: Foster, Dean P.
Weitere Personen: Vohra, Rakesh V. verfasserin
Quelle: in Biometrika : a journal for the statistical study of biological problems Vol. 85, No. 2 (1998), p. 379-390
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Format: Online-Artikel
Sprache: English
Veröffentlicht: 1998
Beschreibung: Online-Ressource
Schlagworte: research-article
Brier score
Competitive ratio
Universal prediction of sequences
Worst case
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Anmerkung: Copyright: Copyright 1998 Biometrika Trust
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