Calibrated Forecasts: The Minimax Proof
Theoretical Economics
2023-02-14 v2 Computer Science and Game Theory
Machine Learning
Machine Learning
Abstract
A formal write-up of the simple proof (1995) of the existence of calibrated forecasts by the minimax theorem, which moreover shows that periods suffice to guarantee a calibration error of at most .
Cite
@article{arxiv.2209.05863,
title = {Calibrated Forecasts: The Minimax Proof},
author = {Sergiu Hart},
journal= {arXiv preprint arXiv:2209.05863},
year = {2023}
}