Name
Abstract | ||
|---|---|---|
We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of Blackwell's approachability theorem to a carefully chosen vector-valued payoff function and convex target set. Our proof captures the essence of existing proofs based on approachability (e.g., the proof by Foster [Foster, D. 1999. A proof of calibration via Blackwell's approachability theorem. Games Econom. Behav.29 73--78] in the case of binary outcomes) and highlights the intrinsic connection between approachability and calibration. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1287/moor.1100.0465 | Mathematics of Operations Research |
Keywords | DocType | Volume |
approachability theorem,convergence rates,intrinsic connection,binary outcome,games econom,approachability,convex target set,calibration,geometric proof,vector-valued payoff function,direct application,arbitrary finite number | Journal | 35 |
Issue | ISSN | Citations |
4 | 0364-765X | 10 |
PageRank | References | Authors |
0.75 | 4 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Shie Mannor | 1 | 3340 | 285.45 |
| Gilles Stoltz | 2 | 351 | 31.53 |