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The situation surrounding the Olympiads is paradoxical. On the one hand, considerable resources are spent on the Olympiads. On the other hand, there are widespread arguments about the harm of the Olympiads, often very strange ones. For…

History and Overview · Mathematics 2017-12-07 Alexei Kanel-Belov

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

Data Analysis, Statistics and Probability · Physics 2020-12-09 Jochen Bröcker

In this article, we look at a hat-guessing game, in which each player must guess the color of their own hat while only seeing the hats of the other players. We focus on the case of two hat colors and a countably infinite number of players.…

Probability · Mathematics 2025-10-28 Nathaniel Eldredge

The availability of massive data about sports activities offers nowadays the opportunity to quantify the relation between performance and success. In this study, we analyze more than 6,000 games and 10 million events in six European leagues…

Applications · Statistics 2017-11-17 Luca Pappalardo , Paolo Cintia

We present novel methods for predicting the outcome of large elections. Our first algorithm uses a diffusion process to model the time uncertainty inherent in polls taken with substantial calendar time left to the election. Our second model…

Applications · Statistics 2017-04-25 Dhruv Madeka

The national forecasting competition WxChallenge, brainchild of Brad Illston at the University of Oklahoma in 2005, has become a cherished institution played across the United States each year. Participants include students, faculty,…

Applications · Statistics 2025-01-27 John R. Lawson

A myriad of different data are generated to characterize a soccer match. Here we discuss which performance indicators are particularly helpful to forecast the future results of a team via an estimation of the underlying team strengths with…

Physics and Society · Physics 2020-03-10 Andreas Heuer

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…

Artificial Intelligence · Computer Science 2014-07-29 Peter D. Grunwald , Joseph Y. Halpern

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Probability · Mathematics 2017-05-05 Gert de Cooman , Jasper De Bock

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Humanity has been fascinated by the pursuit of fortune since time immemorial, and many successful outcomes benefit from strokes of luck. But success is subject to complexity, uncertainty, and change - and at times becoming increasingly…

General Economics · Economics 2019-04-19 Didier Sornette , Spencer Wheatley , Peter Cauwels

Competitions play an invaluable role in the field of forecasting, as exemplified through the recent M4 competition. The competition received attention from both academics and practitioners and sparked discussions around the…

Machine Learning · Statistics 2020-09-17 Casper Solheim Bojer , Jens Peder Meldgaard

The recently discovered Parrondo's paradox claims that two losing games can result, under random or periodic alternation of their dynamics, in a winning game: "losing+losing=winning". In this paper we follow Parrondo's philosophy of…

Chaotic Dynamics · Physics 2009-11-10 J. Almeida , D. Peralta-Salas , M. Romera

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…

Machine Learning · Computer Science 2024-08-01 Xavier Renard , Thibault Laugel , Marcin Detyniecki

What do binary (or probabilistic) forecasting abilities have to do with overall performance? We map the difference between (univariate) binary predictions, bets and "beliefs" (expressed as a specific "event" will happen/will not happen) and…

General Finance · Quantitative Finance 2020-04-10 Nassim Nicholas Taleb

Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…

Logic · Mathematics 2021-12-09 Laurent Bienvenu , Valentino Delle Rose , Tomasz Steifer

We consider the problem of inferring an unknown ranking of $n$ items from a random tournament on $n$ vertices whose edge directions are correlated with the ranking. We establish, in terms of the strength of these correlations, the…

Statistics Theory · Mathematics 2024-07-24 Dmitriy Kunisky , Daniel A. Spielman , Xifan Yu

Predicting the future state of a system has always been a natural motivation for science and practical applications. Such a topic, beyond its obvious technical and societal relevance, is also interesting from a conceptual point of view.…

Physics and Society · Physics 2019-04-25 Hykel Hosni , Angelo Vulpiani

Forecasting is an important task in many domains, such as technology and economics. However existing forecasting benchmarks largely lack comprehensive confidence assessment, focus on limited question types, and often consist of artificial…

Machine Learning · Computer Science 2025-05-19 Zhangdie Yuan , Zifeng Ding , Andreas Vlachos