econ.TH · 2026-05-27 · No. 10
Theoretical Economics, 2026-05-27.
1 new papers in econ.TH. Titles, authors,
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01 — The papers
1 entries-
01
Proper Calibeating
Dean P. Foster, Sergiu Hart
econ.TH · cs.LG · stat.ML
The classic concept of "calibrated forecasts" and its more recent refinement, "calibeating," are defined with respect to the standard quadratic scoring rule. We extend these notions to the class of $\textit{proper}$ scoring rules (for which the best forecast is the true distribution) and define $\textit{proper-calibration}$ and $\textit{proper-calibeating}$ by requiring the errors to converge to zero uniformly over all bounded proper scoring...
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