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News/The Minimax Rate of Perturbed Second-Order Calibration
arxiv
PublishedOctober 9, 2026 at 4:00 AM

The Minimax Rate of Perturbed Second-Order Calibration

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arXiv:2605.07808v2 Announce Type: replace Abstract: Second-order calibration error quantifies how closely a higher-order predictor's epistemic-uncertainty estimate matches the conditional variance of the label probability on its level sets. We characterize the minimax rate of estimating the second-o

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