Proper Calibeating
Proper Calibeating
机构 * Department of Statistics, Wharton, University of Pennsylvania, Philadelphia, and Amazon, New York(统计系、沃顿商学院、宾夕法尼亚大学费城分校,以及纽约亚马逊公司) ; Institute of Mathematics, Department of Economics, and Federmann Center for the Study of Rationality, The Hebrew University of Jerusalem(数学研究所、经济系、理性研究基金会,以色列希伯来大学)
AI总结 本文将经典校准预测和calibeating概念扩展到真确评分规则,定义proper-calibration和proper-calibeating,证明校准蕴含proper-calibration而calibeating不一定蕴含proper-calibeating,展示如何保证proper-calibeating和proper-multicalibeating,并证明proper-calibration与不确定性决策中对预测最佳回应时通用无遗憾的等价性。
Comments v2: Updated section 6 "Decision Making Under Uncertainty"