arXiv:2607. 12928v1 Announce Type: new Abstract: We study the online binary sequential calibration problem.
Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.
arXiv:2406. 13668v4 Announce Type: replace Abstract: A set of probabilistic forecasts is calibrated if each prediction of the forecaster closely approximates the empirical distribution of outcomes on the subset of timesteps where that prediction was made.
arXiv:2607. 19689v1 Announce Type: cross Abstract: We study the problem of recalibrating an online predictor [KE17, OKS24]: given an arbitrary "hint" sequence of forecasts, the learner must output new predictions that are calibrated while incurring small excess error relative to the original forecasts, under a proper loss.
The paper investigates the feasibility of exact truthfulness in calibration measures for sequential binary prediction. It proves that exact truthfulness cannot coexist with completeness and soundness, even when outcomes are independent. The authors then provide two reductions that transform any base calibration measure into additively or multiplicatively approximately truthful ones, achieving a multiplicative truthfulness guarantee that improves upon previous results.
arXiv:2605. 26703v2 Announce Type: replace-cross Abstract: The classic concept of "calibrated forecasts" and its more recent refinement, "calibeating," are defined with respect to the standard quadratic scoring rule.
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
arXiv:2606. 16923v1 Announce Type: new Abstract: Simulation-based inference (SBI) of latent parameters is often hindered by simulator misspecification, the mismatch between simulated and real-world observations caused by inherent modeling simplifications.