Corpus ID: 9045775

Universally consistent predictive distributions

@article{Vovk2017UniversallyCP,
  title={Universally consistent predictive distributions},
  author={V. Vovk},
  journal={ArXiv},
  year={2017},
  volume={abs/1708.01902}
}
  • V. Vovk
  • Published 2017
  • Computer Science, Mathematics
  • ArXiv
This paper describes simple universally consistent procedures of probability forecasting that satisfy a natural property of small-sample validity, under the assumption that the observations are produced independently in the IID fashion. 
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