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News/High-dimensional online calibration from harmonic weights
arxiv
PublishedOctober 7, 2026 at 4:00 AM
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High-dimensional online calibration from harmonic weights

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arXiv:2610.07740v1 Announce Type: cross Abstract: We study the online calibration of multidimensional forecasts over an arbitrary convex set $Y\subseteq\mathbb{R}^d$ relative to an arbitrary error norm $\|\cdot\|_{L}$. For forecasting $d$ binary outcomes simultaneously ($Y=[0,1]^d$), we give the fir

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