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We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…

Computer Science and Game Theory · Computer Science 2021-09-09 Jens Witkowski , Rupert Freeman , Jennifer Wortman Vaughan , David M. Pennock , Andreas Krause

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…

Machine Learning · Statistics 2017-10-05 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Statistics Theory · Mathematics 2015-01-22 Kevin Judd

Despite the importance of open-ended event forecasting for risk management, current LLM-based methods predominantly target only the most probable outcomes, neglecting the intrinsic uncertainty of real-world events. To bridge this gap, we…

Information Retrieval · Computer Science 2026-04-20 He Chang , Zhulin Tao , Lifang Yang , Xianglin Huang , Yunshan Ma

Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…

Artificial Intelligence · Computer Science 2025-12-09 Michael Todasco

Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…

Methodology · Statistics 2025-08-21 Ryan S. Brill , Ronald Yurko , Abraham J. Wyner

Probability estimation models play an important role in various fields, such as weather forecasting, recommendation systems, and sports analysis. Among several models estimating probabilities, it is difficult to evaluate which model gives…

Machine Learning · Computer Science 2024-06-06 Euihyeon Choi , Jooyoung Kim , Wonkyung Lee

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

Optimization and Control · Mathematics 2022-11-22 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

Probabilistic forecasts must sum to unity and cannot express ``I don't know.'' Possibility theory relaxes this constraint: a subnormal distribution explicitly measures how much of the plausibility budget remains unassigned, ignorance signal…

Applications · Statistics 2026-04-03 John R. Lawson

When predicting future events, it is common to issue forecasts that are probabilistic, in the form of probability distributions over the range of possible outcomes. Such forecasts can be evaluated using proper scoring rules. Proper scoring…

Computation · Statistics 2023-05-15 Sam Allen

There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…

Applications · Statistics 2015-08-21 Albrecht Zimmermann

Competitions are widely used to identify top performers in judgmental forecasting and machine learning, and the standard competition design ranks competitors based on their cumulative scores against a set of realized outcomes or held-out…

Computer Science and Game Theory · Computer Science 2025-08-26 Siddarth Srinivasan , Tao Lin , Connacher Murphy , Anish Thilagar , Yiling Chen , Ezra Karger

The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…

Methodology · Statistics 2021-08-06 Julie Bessac , Philippe Naveau

Probabilistic load forecasts provide comprehensive information about future load uncertainties. In recent years, many methodologies and techniques have been proposed for probabilistic load forecasting. Forecast combination, a widely…

Applications · Statistics 2018-03-20 Yi Wang , Ning Zhang , Yushi Tan , Tao Hong , Daniel Kirschen , Chongqing Kang

In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations…

Machine Learning competitions such as the Netflix Prize have proven reasonably successful as a method of "crowdsourcing" prediction tasks. But these competitions have a number of weaknesses, particularly in the incentive structure they…

Machine Learning · Computer Science 2011-11-14 Jacob Abernethy , Rafael M. Frongillo

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

In-game win probability models, which provide a sports team's likelihood of winning at each point in a game based on historical observations, are becoming increasingly popular. In baseball, basketball and American football, they have become…

Machine Learning · Computer Science 2021-08-16 Pieter Robberechts , Jan Van Haaren , Jesse Davis

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz
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