Dean P. Foster

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
“Calibeating”: Beating forecasters at their own game Theoretical Economics	2024-01-19	Paper
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics (available as arXiv preprint)	2022-10-13	Paper
Single-Index Models in the High Signal Regime IEEE Transactions on Information Theory	2021-07-23	Paper
Risk inflation of sequential tests controlled by alpha investing Journal of Statistical Computation and Simulation	2020-03-27	Paper
A wealth-requirement axiomatization of riskiness Theoretical Economics	2018-09-11	Paper
Smooth calibration, leaky forecasts, finite recall, and Nash dynamics Games and Economic Behavior	2018-05-29	Paper
Kernel ridge vs. principal component regression: minimax bounds and the qualification of regularization operators Electronic Journal of Statistics	2017-04-07	Paper
Kernel ridge vs. principal component regression: minimax bounds and the qualification of regularization operators Electronic Journal of Statistics	2017-04-07	Paper
Orbiting radiation stars Classical and Quantum Gravity	2016-05-20	Paper
Eigenwords: spectral word embeddings Journal of Machine Learning Research (JMLR)	2016-02-19	Paper
Submodularity in Statistics: Comparing the Success of Model Selection Methods	2015-10-21	Paper
VIF regression: a fast regression algorithm for large data Journal of the American Statistical Association	2015-06-17	Paper
A spectral algorithm for latent Dirichlet allocation Algorithmica	2015-05-21	Paper
A spectral algorithm for latent Dirichlet allocation Algorithmica	2015-05-21	Paper
Partial monitoring -- classification, regret bounds, and algorithms Mathematics of Operations Research	2015-04-24	Paper
A risk comparison of ordinary least squares vs ridge regression	2014-12-08	Paper
A risk comparison of ordinary least squares vs ridge regression (available as arXiv preprint)	2014-12-08	Paper
Spectral learning of latent-variable PCFGs: algorithms and sample complexity	2014-12-08	Paper
On optimal retirement Journal of Applied Probability	2014-07-11	Paper
Minimum description length penalization for group and multi-task sparse learning	2014-02-03	Paper
A strategy-proof test of portfolio returns Quantitative Finance	2014-01-17	Paper
Stochastic convex optimization with bandit feedback SIAM Journal on Optimization	2013-06-27	Paper
The effect of winning an Oscar Award on survival: correcting for healthy performer survivor bias with a rank preserving structural accelerated failure time model The Annals of Applied Statistics	2011-10-21	Paper
Streamwise feature selection	2011-10-12	Paper
Gaming Performance Fees By Portfolio Managers The Quarterly Journal of Economics	2011-04-13	Paper
Information Consistency of Nonparametric Gaussian Process Methods IEEE Transactions on Information Theory	2009-02-24	Paper
α-Investing: a Procedure for Sequential Control of Expected False Discoveries Journal of the Royal Statistical Society Series B: Statistical Methodology	2008-11-25	Paper
Multi-view Regression Via Canonical Correlation Analysis Learning Theory	2008-01-03	Paper
Deterministic calibration and Nash equilibrium Journal of Computer and System Sciences	2007-11-30	Paper
Variable Selection in Data Mining Journal of the American Statistical Association	2007-08-20	Paper
Learning Theory Lecture Notes in Computer Science	2005-06-13	Paper
Universal codes for finite sequences of integers drawn from a monotone distribution IEEE Transactions on Information Theory	2005-05-11	Paper
Calibration and empirical Bayes variable selection Biometrika	2004-01-19	Paper
Learning, hypothesis testing, and Nash equilibrium. Games and Economic Behavior	2003-11-16	Paper
An axiomatic characterization of a class of locations in tree networks Operations Research	2002-02-07	Paper
scientific article; zbMATH DE number 1568776 (Why is no real title available?)	2002-01-13	Paper
Regret in the on-line decision problem Games and Economic Behavior	2001-05-02	Paper
A proof of calibration via Blackwell's approachability theorem. Games and Economic Behavior	2000-01-04	Paper
Local asymptotic coding and the minimum description length IEEE Transactions on Information Theory	1999-11-21	Paper
Asymptotic calibration Biometrika	1998-12-15	Paper
On the nonconvergence of fictitious play in coordination games Games and Economic Behavior	1998-12-02	Paper
Competitive Algorithms for Layered Graph Traversal SIAM Journal on Computing	1998-09-21	Paper
scientific article; zbMATH DE number 1167996 (Why is no real title available?)	1998-06-22	Paper
Basic Business Statistics	1998-06-22	Paper
Calibrated learning and correlated equilibrium Games and Economic Behavior	1998-03-04	Paper
Continuous Record Asymptotics for Rolling Sample Variance Estimators Econometrica	1997-04-23	Paper
scientific article; zbMATH DE number 922437 (Why is no real title available?)	1997-01-14	Paper
Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model Journal of Econometrics	1995-09-14	Paper
The risk inflation criterion for multiple regression The Annals of Statistics	1995-08-21	Paper
Asymptotic Filtering Theory for Univariate Arch Models Econometrica	1995-01-19	Paper
A Randomization Rule for Selecting Forecasts Operations Research	1994-04-26	Paper
Estimation up to a change-point The Annals of Statistics	1994-01-19	Paper
A Probabilistic Analysis of the K-Location Problem American Journal of Mathematical and Management Sciences	1993-10-20	Paper
Cooperation in the short and in the long run Games and Economic Behavior	1992-09-27	Paper
Prediction in the worst case The Annals of Statistics	1991-01-01	Paper
Stochastic evolutionary game dynamics Theoretical Population Biology	1990-01-01	Paper
Probabilistic analysis of a heuristic for the dual bin packing problem Information Processing Letters	1989-01-01	Paper

Research outcomes over time

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