Continuous and randomized defensive forecasting: unified view
Abstract
Defensive forecasting is a method of transforming laws of probability (stated in game-theoretic terms as strategies for Sceptic) into forecasting algorithms. There are two known varieties of defensive forecasting: "continuous", in which Sceptic's moves are assumed continuous and which produces deterministic forecasts, and "randomized", in which Sceptic's moves are allowed to be discontinuous and Forecaster's moves are allowed to be randomized. This note shows that the randomized variety can be obtained from the continuous variety by smearing Sceptic's moves to make them continuous.
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