论文标题

校准预测:最小值证明

Calibrated Forecasts: The Minimax Proof

论文作者

Hart, Sergiu

论文摘要

简单的证明(1995)对Minimax定理的校准预测的存在,这还表明,$ n^3 $时期足以保证最多$ 1/n $的校准错误。

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 $1/N$.

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