On prediction of individual sequences

DOI10.1214/aos/1017939242zbMath0961.62081MaRDI QIDQ1583891

Gábor Lugosi, Nicolò Cesa-Bianchi

Publication date: 5 June 2001

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1017939242

zbMATH Keywords

empirical processes; finite-state machines; covering numbers; universal prediction; prediction with experts; absolute loss

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G25: Prediction theory (aspects of stochastic processes)

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