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Sample Complexity of Forecast Aggregation

Neural Information Processing Systems

We consider a Bayesian forecast aggregation model where n experts, after observing private signals about an unknown binary event, report th eir posterior beliefs about the event to a principal, who then aggregates the repor ts into a single prediction for the event. The signals of the experts and the outcome of the event follow a joint distribution that is unknown to the principal, but th e principal has access to i.i.d. "samples" from the distribution, where each sampl e is a tuple of the experts' reports (not signals) and the realization of the even t. Using these samples, the principal aims to find an ε -approximately optimal aggregator, where optimal-ity is measured in terms of the expected squared distance bet ween the aggregated prediction and the realization of the event.


An active learning framework for multi-group mean estimation

Neural Information Processing Systems

After observing a sample, the analyst may update their estimate of the mean and variance of that group and choose the next group accordingly. The analyst's objective is to dynamically collect samples to minimize the