Randomized prediction of individual sequences

zbMATH Open1409.60063MaRDI QIDQ1733293FDOQ1733293

Authors: Gábor Lugosi 

Publication date: 21 March 2019

Published in: Journal de la Société Française de Statistique (Search for Journal in Brave)

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Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

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Cited In (5)

• Aggregation of estimators and stochastic optimization
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• Prediction of stochastic sequences
• Finite-Memory Universal Prediction of Individual Sequences
• A simple randomized algorithm for sequential prediction of ergodic time series

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