# Enhancement of prediction algorithms by betting

arXiv: https://arxiv.org/abs/2105.08669 · HTML: https://mlsanity.com/paper/2105.08669/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 4 of its 12 references that are in the map.
- First posted on arXiv 18 May 2021.

## Builds on (most cited first, 4 of 4)

- [Testing randomness](https://mlsanity.com/paper/1906.09256/) (2019)
- [Retrain or not retrain: Conformal test martingales for change-point detection](https://mlsanity.com/paper/2102.10439/) (2021)
- [Testing for concept shift online](https://mlsanity.com/paper/2012.14246/) (2020)
- [Conformal testing in a binary model situation](https://mlsanity.com/paper/2104.01885/) (2021)

## Built on by (most cited first, 1 of 1)

- [Betting on Moments: Legendre Jumper Martingales for Online Exchangeability Testing](https://mlsanity.com/paper/2606.20859/) (2026)

## Abstract (arXiv)

This note proposes a procedure for enhancing the quality of probabilistic prediction algorithms via betting against their predictions. It is inspired by the success of the conformal test martingales that have been developed recently.
