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» Self-calibrating Probability Forecasting
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ECAI
2006
Springer
13 years 7 months ago
Calibrating Probability Density Forecasts with Multi-Objective Search
Abstract. In this paper, we show that the optimization of density forecasting models for regression in machine learning can be formulated as a multi-objective problem. We describe ...
Michael Carney, Padraig Cunningham
SBP
2010
Springer
13 years 12 months ago
Calibrating Subjective Probabilities Using Hierarchical Bayesian Models
Abstract. A body of psychological research has examined the correspondence between a judge’s subjective probability of an event’s outcome and the event’s actual outcome. The ...
Edgar C. Merkle
CORR
2006
Springer
70views Education» more  CORR 2006»
13 years 5 months ago
Scalable Algorithms for Aggregating Disparate Forecasts of Probability
- In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggrega...
Joel B. Predd, Sanjeev R. Kulkarni, Daniel N. Oshe...
ALT
2007
Springer
14 years 2 months ago
On Calibration Error of Randomized Forecasting Algorithms
It has been recently shown that calibration with an error less than ∆ > 0 is almost surely guaranteed with a randomized forecasting algorithm, where forecasts are obtained by...
Vladimir V. V'yugin