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Does an efficient calibrated forecasting strategy exist?

Published on Aug 02, 20113769 Views

We recall two previously-proposed notions of asymptotic calibration for a forecaster making a sequence of probability predictions. We note that the existence of efficient algorithms for calibrated for

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Chapter list

Open Problem: Does an Efficient Calibrated Forecasting Strategy Exist?00:00
Sequential Prediction Problem - 100:06
Sequential Prediction Problem - 200:10
Calibrated Forecasting00:30
Are weather forecasts calibrated? - 101:10
Are weather forecasts calibrated? - 201:43
Are weather forecasts calibrated? - 301:56
Are weather forecasts calibrated? - 402:05
Are weather forecasts calibrated? - 502:25
Well-calibrated Forecaster02:43
Poorly-calibrated Forecaster02:53
Calibration + Adversarial Data03:06
Calibration Scores: Strong + Weak - 105:19
Calibration Scores: Strong + Weak - 206:11
Typical Calibration Alg - 107:04
Typical Calibration Alg - 207:10
Challenges07:43
Good News - 209:01
Open Problem09:21
Win Cash Prizes!!!!!!!10:02
... prizes paid by my mother...10:27
Good News - 110:57