The following pages link to Dean P. Foster (Q521336):
Displayed 50 items.
- Kernel ridge vs. principal component regression: minimax bounds and the qualification of regularization operators (Q521337) (← links)
- The effect of winning an Oscar Award on survival: correcting for healthy performer survivor bias with a rank preserving structural accelerated failure time model (Q641129) (← links)
- Estimation up to a change-point (Q688372) (← links)
- (Q916588) (redirect page) (← links)
- Stochastic evolutionary game dynamics (Q916590) (← links)
- Cooperation in the short and in the long run (Q1192641) (← links)
- On the nonconvergence of fictitious play in coordination games (Q1272978) (← links)
- Calibrated learning and correlated equilibrium (Q1378013) (← links)
- Learning, hypothesis testing, and Nash equilibrium. (Q1413211) (← links)
- Smooth calibration, leaky forecasts, finite recall, and Nash dynamics (Q1753290) (← links)
- Regret in the on-line decision problem (Q1818283) (← links)
- A proof of calibration via Blackwell's approachability theorem. (Q1818285) (← links)
- Probabilistic analysis of a heuristic for the dual bin packing problem (Q1824388) (← links)
- Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)
- The risk inflation criterion for multiple regression (Q1896246) (← links)
- Prediction in the worst case (Q2277733) (← links)
- A spectral algorithm for latent Dirichlet allocation (Q2345947) (← links)
- Deterministic calibration and Nash equilibrium (Q2462508) (← links)
- Calibration and empirical Bayes variable selection (Q2739326) (← links)
- An Axiomatic Characterization of a Class of Locations in Tree Networks (Q2770134) (← links)
- (Q2788396) (← links)
- Orbiting radiation stars (Q2807421) (← links)
- A strategy-proof test of portfolio returns (Q2869957) (← links)
- (Q2933850) (← links)
- (Q2934082) (← links)
- A Probabilistic Analysis of the K-Location Problem (Q3136634) (← links)
- (Q3174023) (← links)
- <i>α</i>-Investing: a Procedure for Sequential Control of Expected False Discoveries (Q3541272) (← links)
- Information Consistency of Nonparametric Gaussian Process Methods (Q3604492) (← links)
- Competitive Algorithms for Layered Graph Traversal (Q4210157) (← links)
- Asymptotic calibration (Q4212770) (← links)
- A Randomization Rule for Selecting Forecasts (Q4272894) (← links)
- Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
- (Q4396963) (← links)
- Basic Business Statistics (Q4396964) (← links)
- A wealth-requirement axiomatization of riskiness (Q4585984) (← links)
- Universal codes for finite sequences of integers drawn from a monotone distribution (Q4674538) (← links)
- Learning Theory (Q4680895) (← links)
- Local asymptotic coding and the minimum description length (Q4701387) (← links)
- Continuous Record Asymptotics for Rolling Sample Variance Estimators (Q4715549) (← links)
- (Q4762295) (← links)
- (Q4893046) (← links)
- Single-Index Models in the High Signal Regime (Q5001777) (← links)
- On Optimal Retirement (Q5169728) (← links)
- Risk inflation of sequential tests controlled by alpha investing (Q5220929) (← links)
- Partial Monitoring—Classification, Regret Bounds, and Algorithms (Q5247607) (← links)
- VIF Regression: A Fast Regression Algorithm for Large Data (Q5256416) (← links)
- Stochastic Convex Optimization with Bandit Feedback (Q5300524) (← links)
- Gaming Performance Fees By Portfolio Managers (Q5392673) (← links)
- (Q5396616) (← links)