Memoryless sequences for general losses

MaRDI QIDQ4969141zbMATH OpenFDO

Authors Rafael Frongillo, Andrew B. Nobel

Publication date 5 October 2020

Full work available at URL https://jmlr.csail.mit.edu/papers/v21/18-042.html

zbMATH Keywords

algorithmic randomnessprediction marketsproperty elicitation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

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Cites work

• scientific article; zbMATH DE number 1667417 (Why is no real title available?)
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
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• MEASURES OF THE VALUE OF INFORMATION
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• On prediction of individual sequences
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• Prequential probability: principles and properties
• Probability theory for the Brier game
• Regret in the on-line decision problem
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• Some Stochastic Properties of Memoryless Individual Sequences
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Law of the Iterated Logarithm for Random Kolmogorov, or Chaotic, Sequences
• The definition of random sequences
• The quantilogram: with an application to evaluating directional predictability
• Universal prediction
• Эффективная сходимость по вероятности и эргодическая теорема для индивидуальных случайных последовательностей

Cited in

(3)

• On sequential strategies for loss functions with memory
• Some Stochastic Properties of Memoryless Individual Sequences
• Sequential testing for elicitable functionals via supermartingales

Describes a project that uses

Uses Software

• quantilogram

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