no code implementations • 29 Nov 2022 • Sergiu Hart
A "repeat voting" procedure is proposed, whereby voting is carried out in two identical rounds.
no code implementations • 13 Oct 2022 • Dean P. Foster, Sergiu Hart
Calibration means that forecasts and average realized frequencies are close.
no code implementations • 13 Oct 2022 • Dean P. Foster, Sergiu Hart
We propose to smooth out the calibration score, which measures how good a forecaster is, by combining nearby forecasts.
no code implementations • 23 Sep 2022 • Sergiu Hart, Yosef Rinott
The Bayesian posterior probability of the true state is stochastically dominated by that same posterior under the probability law of the true state.
no code implementations • 13 Sep 2022 • Sergiu Hart
A formal write-up of the simple proof (1995) of the existence of calibrated forecasts by the minimax theorem, which moreover shows that $N^3$ periods suffice to guarantee a calibration error of at most $1/N$.
no code implementations • 11 Sep 2022 • Dean P. Foster, Sergiu Hart
In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made arbitrarily small, but rather by their Brier score.