Leading strategies in competitive on-line prediction

DOI10.1016/J.TCS.2008.06.040MaRDI QIDQ950203zbMATH OpenOpenAlexWikidataFDO

Authors 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

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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• Adaptive and self-confident on-line learning algorithms
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• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• Prediction, Learning, and Games
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Probability and finance. It's only a game!
• Probability theory for the Brier game
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• The definition of random sequences
• Theory of Reproducing Kernels
• Tracking the best linear predictor
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Cited in

(7)

• On-line predictive linear regression
• Competing with Stationary Prediction Strategies
• Competing with Wild Prediction Rules
• A study of two on-line prediction algorithms
• Asymptotically optimal strategies for online prediction with history-dependent experts
• Competing with wild prediction rules
• Leading Strategies in Competitive On-Line Prediction

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