Universally consistent predictive distributions
@article{Vovk2017UniversallyCP,
title={Universally consistent predictive distributions},
author={V. Vovk},
journal={ArXiv},
year={2017},
volume={abs/1708.01902}
}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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