On prediction of individual sequences

DOI10.1214/aos/1017939242zbMath0961.62081OpenAlexW3121527861MaRDI 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 processesfinite-state machinescovering numbersuniversal predictionprediction with expertsabsolute loss

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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