Bayesian Logistic Betting Strategy Against Probability Forecasting

DOI10.1080/07362994.2013.741418zbMath1291.91043arXiv1204.3496OpenAlexW2114189316MaRDI QIDQ4916954

Masayuki Kumon, Jing Li, Kei Takeuchi, Akimichi Takemura

Publication date: 26 April 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.3496

zbMATH Keywords

exponential familylaws of large numbersgame-theoretic probabilityBayesian logistic regressionrain forecasts

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Bayesian problems; characterization of Bayes procedures (62C10) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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