High-dimensional Online Calibration: Harmonic Weights and Harmonic Analysis
Presenter
October 20, 2026
Abstract
We study the online calibration of multidimensional forecasts over an arbitrary convex set. For forecasting over the hypercube, we give the first algorithm that achieves ε-calibration in a number of rounds polynomial in the dimension, exponentially improving on all previous bounds.
Our algorithm is remarkably simple: on each round, it predicts using a harmonically weighted distribution over harmonically smoothed past outcomes. The key to its success is a surprising property of the discrete Hilbert transform!
https://arxiv.org/pdf/2610.07740