Corpus ID: 234762997

Enhancement of prediction algorithms by betting

@article{Vovk2021EnhancementOP,
  title={Enhancement of prediction algorithms by betting},
  author={V. Vovk},
  journal={ArXiv},
  year={2021},
  volume={abs/2105.08669}
}
  • V. Vovk
  • Published 2021
  • Computer Science
  • ArXiv
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. The version of this note at http://alrw.net (Working Paper 34) is updated most often. 
1 Citations

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