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arXiv · 2105.08669

Enhancement of prediction algorithms by betting

Vladimir Vovk
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Abstract

This note proposes a procedure for enhancing the quality of probabilistic prediction algorithms via betting against their predictions. It is inspired by the success of the conformal test martingales that have been developed recently.

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Vladimir Vovk. 2021-05-18. Enhancement of prediction algorithms by betting. https://arxiv.org/abs/2105.08669

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