Universally consistent predictive distributions
Machine Learning
2017-08-31 v2
Abstract
This paper describes simple universally consistent procedures of probability forecasting that satisfy a natural property of small-sample validity, under the assumption that the observations are produced independently in the IID fashion.
Cite
@article{arxiv.1708.01902,
title = {Universally consistent predictive distributions},
author = {Vladimir Vovk},
journal= {arXiv preprint arXiv:1708.01902},
year = {2017}
}
Comments
26 pages