The strong law of large numbers for sequential decisions under uncertainty

DOI10.1109/18.335876zbMath0827.62077OpenAlexW2111109206MaRDI QIDQ4838617

Paul H. Algoet

Publication date: 12 July 1995

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.335876

zbMATH Keywords

optimizationpattern classificationergodic theoryasymptotic optimalitystationary ergodic processlearning from experienceconditional expected lossminimum long-run average loss per decisionnonanticipating sequential decisionsoptimum long-run average performanceuniversal decision schemes

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Strong limit theorems (60F15) Sequential statistical analysis (62L10) Statistical aspects of information-theoretic topics (62B10)

Related Items (20)

UNIVERSAL CODING AND PREDICTION ON ERGODIC RANDOM POINTS ⋮ Intermittent estimation of stationary time series ⋮ On-line maximum likelihood prediction with respect to general loss functions ⋮ Ergodicity, Decisions, and Partial Information ⋮ A NOTE ON THE LEARNING-THEORETIC CHARACTERIZATIONS OF RANDOMNESS AND CONVERGENCE ⋮ ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ On unstable and unoptimal prediction ⋮ Estimating the conditional expectations for continuous time stationary processes ⋮ Universal prediction of random binary sequences in a noisy environment ⋮ Universal rates for estimating the residual waiting time in an intermittent way ⋮ Nonparametric sequential prediction of time series ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. ⋮ NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Identification and Prediction

This page was built for publication: The strong law of large numbers for sequential decisions under uncertainty