Asymptotic uniqueness in long-term prediction

被引:0
作者
Vovk, Vladimir [1 ]
机构
[1] Royal Holloway Univ London, Egham, Surrey, England
来源
13TH SYMPOSIUM ON CONFORMAL AND PROBABILISTIC PREDICTION WITH APPLICATIONS | 2024年 / 230卷
关键词
Long-term prediction; probabilistic prediction; Jeffreys's law; radical probabilism;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper establishes the asymptotic uniqueness of long-term probability forecasts in the following form. Consider two forecasters who repeatedly issue probability forecasts for the infinite future. The main result of the paper says that either at least one of the two forecasters will be discredited or their forecasts will converge in total variation. This can be regarded as a game-theoretic version of the classical Blackwell-Dubins result getting rid of some of its limitations. This result is further strengthened along the lines of Richard Jeffrey's radical probabilism.
引用
收藏
页码:90 / 104
页数:15
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