Competitive On-line Statistics
From MaRDI portal
Publication:4831997
Cites work
- scientific article; zbMATH DE number 3919523 (Why is no real title available?)
- scientific article; zbMATH DE number 1306865 (Why is no real title available?)
- scientific article; zbMATH DE number 1010621 (Why is no real title available?)
- scientific article; zbMATH DE number 274379 (Why is no real title available?)
- scientific article; zbMATH DE number 3209277 (Why is no real title available?)
- A decision-theoretic generalization of on-line learning and an application to boosting
- A formal theory of inductive inference. Part I
- A game of prediction with expert advice
- Adaptive game playing using multiplicative weights
- An Information Measure for Classification
- Applied regression analysis bibliography update 1994-97
- Asymptotic minimax regret for data compression, gambling, and prediction
- Complexity Approximation Principle
- Derandomizing stochastic prediction strategies
- Exponentiated gradient versus gradient descent for linear predictors
- How to use expert advice
- Information-theoretic asymptotics of Bayes methods
- Jeffreys' prior is asymptotically least favorable under entropy risk
- On Bayes methods for on-line Boolean prediction
- On-line learning and the metrical task system problem
- Predicting nearly as well as the best pruning of a decision tree through dynamic programming scheme
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Probability and finance. It's only a game!
- Sequential prediction of individual sequences under general loss functions
- The weighted majority algorithm
- Tracking the best disjunction
- Tracking the best expert
- Universal Portfolios
- Universal forecasting algorithms
- Universal portfolios with and without transaction costs.
- Universal portfolios with side information
Cited in
(34)- Kernelization of matrix updates, when and how?
- Weighted last-step min-max algorithm with improved sub-logarithmic regret
- Randomized prediction of individual sequences
- Weak aggregating algorithm for the distribution-free perishable inventory problem
- Aggregating Algorithm for a Space of Analytic Functions
- A generalized online mirror descent with applications to classification and regression
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Theory and applications of proper scoring rules
- Using the Bayesian Shtarkov solution for predictions
- Adaptive and optimal online linear regression on \(\ell^1\)-balls
- Learning by mirror averaging
- Prediction of Long-Range Dependent Time Series Data with Performance Guarantee
- Distribution-free robust linear regression
- Online Regression Competitive with Changing Predictors
- Learning noisy linear classifiers via adaptive and selective sampling
- Aggregating algorithm for prediction of packs
- Prediction of locally stationary data using expert advice
- Dynamic cyber risk estimation with competitive quantile autoregression
- Suboptimality of constrained least squares and improvements via non-linear predictors
- “Calibeating”: Beating forecasters at their own game
- scientific article; zbMATH DE number 7625184 (Why is no real title available?)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- A primal-dual perspective of online learning algorithms
- An upper bound for aggregating algorithm for regression with changing dependencies
- Applications of regularized least squares to pattern classification
- Efficient sampling from time-varying log-concave distributions
- Contextuality of misspecification and data-dependent losses
- Sequential model aggregation for production forecasting
- Smooth calibration, leaky forecasts, finite recall, and Nash dynamics
- A quasi-Bayesian perspective to online clustering
- Online portfolio selection: a survey
- Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learning
- Average stability is invariant to data preconditioning. Implications to exp-concave empirical risk minimization
- Recursive ridge regression using second-order stochastic algorithms
This page was built for publication: Competitive On-line Statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4831997)