Computer Science & Discrete Mathematics (CSDM)
Computer Science & Discrete Mathematics (CSDM)
Computer Science & Discrete Mathematics (CSDM) Seminar
A weekly seminar on topics in theoretical computer science and discrete mathematics
Time: Every Monday 11:00 AM-12:00 PM, and Tuesday 10:30 AM-12:30 PM, Place: Simonyi 101
Upcoming Talk
High-dimensional Online Calibration: Harmonic Weights and Harmonic Analysis
High-dimensional Online Calibration: Harmonic Weights and Harmonic Analysis
Speaker:
Maxwell Fishelson, Institute for Advanced Study
When:
Tuesday, October 20, 2026 | 10:30 AM EDT
Where: Simonyi 101 and Remote Access
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!