655 citations · 1.6k across the 31 of their papers we have counts for
4 papers · 1 filter
Probabilistic coherence and proper scoring rules
Joel Predd, Robert Seiringer, Elliott H. Lieb +3
We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The t…
Density estimation from an individual numerical sequence
Andrew B. Nobel, Gusztav Morvai, Sanjeev R. Kulkarni
This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence ar…
Regression estimation from an individual stable sequence
Gusztav Morvai, Sanjeev R. Kulkarni, Andrew B. Nobel
We consider univariate regression estimation from an individual (non-random) sequence , which is stable in the sense that for each…
A Better Good-Turing Estimator for Sequence Probabilities
Aaron B. Wagner, Pramod Viswanath, Sanjeev R. Kulkarni
We consider the problem of estimating the probability of an observed string drawn i.i.d. from an unknown distribution. The key feature of our study is that the length of the observ…