Sergiu Hart / papers / Calibrated Forecasts: The Minimax Proof

Calibrated Forecasts: The Minimax Proof

Sergiu Hart


(Acrobat PDF files)

Abstract

A formal write-up of the 1995 simple proof of the existence of calibrated forecasts by the minimax theorem, which moreover shows that N³ periods suffice to guarantee a 1/N calibration error.

First version: August 2018
The Hebrew University of Jerusalem, Center for Rationality DP-744, November 2021

See also:

Dean Foster and Sergiu Hart, "Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics"
Dean Foster and Sergiu Hart, "Forecast Hedging and Calibration"
Dean Foster and Sergiu Hart, " 'Calibeating': Beating Forecasters at Their Own Game"

Calibrated Forecasts: The Minimax Proof Sergiu Hart

Calibrated Forecasts: The Minimax Proof

Sergiu Hart