On-line maximum likelihood prediction with respect to general loss functions

DOI10.1006/JCSS.1997.1503MaRDI QIDQ1370862zbMATH OpenOpenAlexFDO

Authors Kenji Yamanishi

Publication date 28 October 1997

Published in Journal of Computer and System Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jcss.1997.1503

zbMATH Keywords

on-line prediction algorithmsparametric probabilistic models

Mathematics Subject Classification ID

Parallel algorithms in computer science (68W10)

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Cites work

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• A loss bound model for on-line stochastic prediction algorithms
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• Efficient distribution-free learning of probabilistic concepts
• Information-theoretic asymptotics of Bayes methods
• Minimum complexity density estimation
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• The strong law of large numbers for sequential decisions under uncertainty
• The weighted majority algorithm
• Universal coding, information, prediction, and estimation

Cited in

(10)

• A loss bound model for on-line stochastic prediction algorithms
• Relative loss bounds for on-line density estimation with the exponential family of distributions
• The fundamental nature of the log loss function
• Algorithmic Learning Theory
• scientific article; zbMATH DE number 2080456 (Why is no real title available?)
• Global implicit function theorems and the online expectation–maximisation algorithm
• scientific article; zbMATH DE number 627675 (Why is no real title available?)
• Leading Strategies in Competitive On-Line Prediction
• Online inference with multi-modal likelihood functions
• Leading strategies in competitive on-line prediction

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