Supermartingales in Prediction with Expert Advice

Alexey Chernov; Yuri Kalnishkan; Fedor Zhdanov; Vladimir Vovk

Supermartingales in Prediction with Expert Advice

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Lecture Notes in Articial Intelligence
Publisher	Springer
Pages	199-213
Number of pages	15
Volume	5254
Publication status	Published - 2008

Keywords

INTERNAL REGRET
defensive forecasting
prediction with expert advice

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

@inbook{b4019553d7244fd884204d83c270411f,

title = "Supermartingales in Prediction with Expert Advice",

keywords = "INTERNAL REGRET, defensive forecasting, prediction with expert advice",

author = "Alexey Chernov and Yuri Kalnishkan and Fedor Zhdanov and Vladimir Vovk",

note = "In: Proceedings of the Nineteenth International Conference on Algorithmic Learning Theory (ed. by Y. Freund, L. Gyorfi , G. Turan, and T. Zeugmann).",

year = "2008",

language = "English",

volume = "5254",

pages = "199--213",

booktitle = "Lecture Notes in Articial Intelligence",

publisher = "Springer",

}

TY - CHAP

T1 - Supermartingales in Prediction with Expert Advice

AU - Chernov, Alexey

AU - Kalnishkan, Yuri

AU - Zhdanov, Fedor

AU - Vovk, Vladimir

N1 - In: Proceedings of the Nineteenth International Conference on Algorithmic Learning Theory (ed. by Y. Freund, L. Gyorfi, G. Turan, and T. Zeugmann).

PY - 2008

Y1 - 2008

KW - INTERNAL REGRET

KW - defensive forecasting

KW - prediction with expert advice

M3 - Chapter (peer-reviewed)

VL - 5254

SP - 199

EP - 213

BT - Lecture Notes in Articial Intelligence

PB - Springer

ER -

Supermartingales in Prediction with Expert Advice

Keywords

Projects

PCP: Practical Competitive Prediction

Cite this