Complexity of simple nonlogarithmic loss functions

DOI10.1109/TIT.2002.807281MaRDI QIDQ4679923zbMATH OpenFDO

Authors Jorma Rissanen

Publication date 31 May 2005

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2002.807281

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Measures of information, entropy (94A17)

Recommendations

• Suboptimal measures of predictive complexity for absolute loss function
• Loss functions, complexities, and the Legendre transformation.
• scientific article; zbMATH DE number 2080657
• The fundamental nature of the log loss function
• Publication:4955298

Cited in

(6)

• Loss functions, complexities, and the Legendre transformation.
• Extremal relations between additive loss functions and the Kolmogorov complexity
• Accumulative prediction error and the selection of time series models
• The fundamental nature of the log loss function
• A simple approximation for the Erlang loss function
• scientific article; zbMATH DE number 2080657 (Why is no real title available?)

This page was built for publication: Complexity of simple nonlogarithmic loss functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4679923)