Leading strategies in competitive on-line prediction

Vladimir Vovk

doi:10.1016/j.tcs.2008.06.040

Leading strategies in competitive on-line prediction

Vladimir Vovk

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	285-296
Number of pages	12
Journal	Theoretical Computer Science
Volume	405
Issue number	3
DOIs	https://doi.org/10.1016/j.tcs.2008.06.040
Publication status	Published - 17 Oct 2008

Keywords

Competitive on-line prediction
Jeffreys's law
Reproducing kernel Hilbert space
Bregman divergence
Proper scoring rule
RELATIVE LOSS BOUNDS
CALIBRATION

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10.1016/j.tcs.2008.06.040

http://www.sciencedirect.com/science/article/pii/S0304397508004623

PCP: Practical Competitive Prediction
Vovk, V. (PI), Gammerman, A. (CoI), Kalnishkan, Y. (CoI), Chernov, A. (CoI) & Zhdanov, F. (CoI)
Eng & Phys Sci Res Council EPSRC
10/10/07 → 22/11/10
Project: Research

Cite this

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title = "Leading strategies in competitive on-line prediction",

keywords = "Competitive on-line prediction, Jeffreys's law, Reproducing kernel Hilbert space, Bregman divergence, Proper scoring rule, RELATIVE LOSS BOUNDS, CALIBRATION",

author = "Vladimir Vovk",

year = "2008",

month = oct,

day = "17",

doi = "10.1016/j.tcs.2008.06.040",

language = "English",

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journal = "Theoretical Computer Science",

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AU - Vovk, Vladimir

PY - 2008/10/17

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KW - Competitive on-line prediction

KW - Jeffreys's law

KW - Reproducing kernel Hilbert space

KW - Bregman divergence

KW - Proper scoring rule

KW - RELATIVE LOSS BOUNDS

KW - CALIBRATION

U2 - 10.1016/j.tcs.2008.06.040

DO - 10.1016/j.tcs.2008.06.040

M3 - Article

SN - 0304-3975

VL - 405

SP - 285

EP - 296

JO - Theoretical Computer Science

JF - Theoretical Computer Science

IS - 3

ER -

Leading strategies in competitive on-line prediction

Keywords

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Projects

PCP: Practical Competitive Prediction

Cite this