Leading strategies in competitive on-line prediction

DOI10.1016/J.TCS.2008.06.040zbMATH Open1145.62078OpenAlexW2127477275WikidataQ62046717 ScholiaQ62046717MaRDI QIDQ950203FDOQ950203

Vladimir Vovk

Publication date: 22 October 2008

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2008.06.040

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zbMATH Keywords

reproducing kernel Hilbert spaceproper scoring ruleBregman divergenceJeffreys's law

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of functional analysis in probability theory and statistics (46N30)

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Cited In (2)

• Leading Strategies in Competitive On-Line Prediction
• A study of two on-line prediction algorithms

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