Professor Vladimir Vovk

  1. 2009
  2. Published

    Continuous-time trading and the emergence of probability

    Vovk, V., 28 Apr 2009.

    Research output: Working paper

  3. Published
  4. Published

    Prediction with expert evaluators' advice

    Chernov, A. & Vovk, V., 24 Feb 2009.

    Research output: Working paper

  5. Published

    Superefficiency from the Vantage Point of Computability

    Vovk, V., Feb 2009, In : Statistical Science. 24, 1, p. 73-86 14 p.

    Research output: Contribution to journalArticle

  6. Published

    Conditional prediction intervals for linear regression

    McCullagh, P., Vovk, V., Nouretdinov, I., Devetyarov, D. & Gammerman, A., 2009, Proceedings of the International Conference on Machine Learning and Applications. p. 131-138 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  7. Published

    Confidence Predictions for the Diagnosis of Acute Abdominal Pain

    Papadopoulos, H., Gammerman, A. & Vovk, V., 2009, Artificial Intelligence Applications & Innovations III. Iliadis, L., Vlahavas, I. & Bramer, M. (eds.). Springer, Vol. 296. p. 175-184 10 p. (IFIP International Federation for Information Processing; vol. 296).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  8. Published

    Continuous-time trading and the emergence of randomness

    Vovk, V., 2009, In : Stochastics: an international journal of probablitiy and stochastic processes. 81, 5, p. 455-466 12 p.

    Research output: Contribution to journalArticle

  9. Published

    Online Prediction of Ovarian Cancer

    Zhdanov, F., Vovk, V., Burford, B., Devetyarov, D., Nouretdinov, I. & Gammerman, A., 2009, Proceedings of the 12th Conference on Artificial Intelligence in Medicine. p. 375-379 5 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  10. Published

    Prediction with Expert Evaluators' Advice

    Chernov, A. & Vovk, V., 2009, Proceedings of the Twentieth International Conference on Algorithmic Learning Theory. Gavalda, R., Lugosi, G., Zeugmann, T. & Zilles, S. (eds.). Springer, p. 8-22 15 p. (Lecture Notes in Artificial Intelligence; vol. 5809).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  11. Published

    Prequential probability: game-theoretic = measure-theoretic

    Vovk, V., 2009, Proceedings of the 2009 Joint Statistical Meetings: Section on Risk Analysis, Session on Predictive and Prequential Statistics. Alexandria, VA: American Statistical Association, p. 3859-3872 14 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  12. Published

    Reliable diagnosis of acute abdominal pain with conformal prediction

    Papadopoulos, H., Gammerman, A. & Vovk, V., 2009, In : International Journal of Engineering Intelligent Systems for Electrical Engineering and Communications. 17, 2-3, p. 127-137 11 p.

    Research output: Contribution to journalArticle

  13. 2008
  14. Published

    Leading strategies in competitive on-line prediction

    Vovk, V., 17 Oct 2008, In : Theoretical Computer Science. 405, 3, p. 285-296 12 p.

    Research output: Contribution to journalArticle

  15. Published

    The game-theoretic capital asset pricing model

    Vovk, V. & Shafer, G., Sep 2008, In : International Journal of Approximate Reasoning. 49, 1, p. 175-197 23 p.

    Research output: Contribution to journalArticle

  16. Published

    Superefficiency from the Vantage Point of Computability

    Vovk, V., 16 Aug 2008.

    Research output: Working paper

  17. Published

    Clinical mass spectrometry proteomic diagnosis by conformal predictors

    Gammerman, A., Nouretdinov, I., Burford, B., Chervonenkis, A., Vovk, V. & Luo, Z., Jul 2008, In : Statistical Applications in Genetics and Molecular Biology. 7, 2, 13.

    Research output: Contribution to journalArticle

  18. Published

    Continuous-time trading and the emergence of volatility

    Vovk, V., 17 Jun 2008, In : Electronic Communications in Probability. 13, p. 319-324 6 p.

    Research output: Contribution to journalArticle

  19. Published

    R package PredictiveRegression

    Vovk, V. & Nouretdinov, I., Jun 2008

    Research output: Non-textual formSoftware

  20. Published

    The generality of the zero-one laws

    Takemura, A., Vovk, V. & Shafer, G., 26 Mar 2008.

    Research output: Working paper

  21. Published

    A tutorial on conformal prediction

    Shafer, G. & Vovk, V., Mar 2008, In : Journal of Machine Learning Research. 9, p. 371-421 51 p.

    Research output: Contribution to journalArticle

  22. Published

    Game-theoretic Brownian motion

    Vovk, V., 8 Jan 2008, 17 p.

    Research output: Working paper

  23. Published

    Normalized nonconformity measures for regression conformal prediction

    Papadopoulos, H., Gammerman, A. & Vovk, V., 2008, Proceedings of the IASTED International Conference on Articial Intelligence and Applications. p. 64-69 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  24. Published

    On-Line Probability, Complexity and Randomness

    Chernov, A., Shen, A., Vereshchagin, N. & Vovk, V., 2008, Proceedings of the Nineteenth International Conference on Algorithmic Learning Theory. Freund, Y., Gyorfi, L., Turan, G. & Zeugmann, T. (eds.). Berlin: Springer, Vol. 5254. p. 138-153 16 p. (Lecture Notes in Artificial Intelligence; vol. 5254).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  25. Published

    Prediction with expert advice for the Brier game

    Vovk, V. & Zhdanov, F., 2008, Proceedings of the Twenty Fifth International Conference on Machine Learning. McCallum, A. & Roweis, S. (eds.). New York: ACM Press, p. 1104-1111 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  26. Published

    Prequential Randomness

    Vovk, V. & Shen, A., 2008, In : ALGORITHMIC LEARNING THEORY, PROCEEDINGS. 5254, p. 154-168 15 p.

    Research output: Contribution to journalArticle

  27. Published

    Supermartingales in Prediction with Expert Advice

    Chernov, A., Kalnishkan, Y., Zhdanov, F. & Vovk, V., 2008, Lecture Notes in Articial Intelligence. Springer, Vol. 5254. p. 199-213 15 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  28. 2007
  29. Published

    Continuous-time trading and emergence of volatility

    Vovk, V., 10 Dec 2007.

    Research output: Working paper

  30. Published

    Continuous-time trading and emergence of randomness

    Vovk, V., 8 Dec 2007.

    Research output: Working paper

  31. Published

    Competing with wild prediction rules

    Vovk, V., Dec 2007, In : Machine Learning. 69, 2-3, p. 193-212 20 p.

    Research output: Contribution to journalArticle

  32. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 6 Nov 2007, In : Theoretical Computer Science. 387, 1, p. 77-89 13 p.

    Research output: Contribution to journalArticle

  33. Published

    Prediction with expert advice for the Brier game

    Vovk, V. & Zhdanov, F., 2 Oct 2007.

    Research output: Working paper

  34. Published

    Hoeffding's inequality in game-theoretic probability

    Vovk, V., 18 Aug 2007, 5 p.

    Research output: Working paper

  35. Published
  36. Published
  37. Published

    Strong confidence intervals for autoregression

    Vovk, V., 4 Jul 2007.

    Research output: Working paper

  38. Published

    A tutorial on conformal prediction

    Shafer, G. & Vovk, V., 21 Jun 2007.

    Research output: Working paper

  39. Published

    Merging of opinions in game-theoretic probability

    Vovk, V., 2 May 2007.

    Research output: Working paper

  40. Published

    Hedging predictions in machine learning - The second Computer Journal Lecture

    Gammerman, A. & Vovk, V., Mar 2007, In : The Computer Journal. 50, 2, p. 151-163 13 p.

    Research output: Contribution to journalArticle

  41. Published

    Rejoinder - Hedging predictions in machine learning

    Gammerman, A. & Vovk, V., Mar 2007, In : The Computer Journal. 50, 2, p. 173-177 5 p.

    Research output: Contribution to journalEditorial

  42. Published

    Competing with stationary prediction strategies

    Vovk, V., 2007, Proceedings of the Twentieth Annual Conference on Learning Theory . Bshouty, N. & Gentile, C. (eds.). p. 439-453 15 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  43. Published

    Conformal prediction with Neural Networks

    Papadopoulos, H., Vovk, V. & Gammerman, A., 2007, Proceedings of the Nineteenth IEEE International Conference on Tools with Artificial Intelligence. Vol. 2. p. 388-395 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  44. Published

    Generalised entropy and asymptotic complexities of languages

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 2007, Proceedings of the Twentieth Annual Conference on Learning Theory. Bshouty, N. & Gentily, C. (eds.). Berlin: Springer, Vol. 4539. p. 293-307 15 p. (Lecture Notes in Artificial Intelligence; vol. 4539).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  45. Published

    Validation of a Seven Serum Biomarker Panel in Ovarian Cancer

    Timms, J. F., Arslan-Low, E., Cubizolles, M., Lomas, L., Yip, C., Meng, X-Y., Hogdall, E., Gentry-Maharaj, A., Ford, J., Burford, B., Nouretdinov, I., Vovk, V., Luo, Z., Menon, U., Gammerman, A., Fung, E. T. & Jacobs, I., 2007, Proceedings of the 15th International Meeting of the European Society of Gynaecological Oncology.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  46. 2006
  47. Published

    Criterion of calibration for transductive confidence machine with limited feedback

    Nouretdinov, I. & Vovk, V., 2 Nov 2006, In : Theoretical Computer Science. 364, 1, p. 39 7 p.

    Research output: Contribution to journalArticle

  48. Published

    Hedging predictions in machine learning

    Gammerman, A. & Vovk, V., 2 Nov 2006.

    Research output: Working paper

  49. Published

    Well-calibrated predictions from on-line compression models

    Vovk, V., 2 Nov 2006, In : Theoretical Computer Science. 364, 1, p. 10-26 17 p.

    Research output: Contribution to journalArticle

  50. Published

    Metric entropy in competitive on-line prediction

    Vovk, V., 9 Sep 2006.

    Research output: Working paper

  51. Published

    Competing with Markov prediction strategies

    Vovk, V., 28 Jul 2006, 11 p.

    Research output: Working paper

  52. Published

    Leading strategies in competitive on-line prediction

    Vovk, V., 27 Jul 2006.

    Research output: Working paper

  53. Published

    Competing with stationary prediction strategies

    Vovk, V., 13 Jul 2006.

    Research output: Working paper

  54. Published

    Predictions as statements and decisions

    Vovk, V., 22 Jun 2006.

    Research output: Working paper

  55. Published

    The Sources of Kolmogorov's Grundbegriffe

    Shafer, G. & Vovk, V., 21 Jun 2006.

    Research output: Working paper

  56. Published

    The sources of Kolmogorov's Grundbegriffe

    Shafer, G. & Vovk, V., Feb 2006, In : Statistical Science. 21, 1, p. 70-98 29 p.

    Research output: Contribution to journalArticle

  57. Published

    Competing with wild prediction rules

    Vovk, V., 2006, Proceedings of the Nineteenth Annual Conference on Learning Theory. Lugosi, G. & Simon, H. (eds.). Berlin: Springer, p. 559-573 15 p. (Lecture Notes in Articial Intelligence; vol. 4005).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  58. Published

    Leading strategies in competitive on-line prediction

    Vovk, V., 2006, Proceedings of the Seventeenth International Conference on Algorithmic Learning Theory. Balcazar, J., Long, P. M. & Stephan, F. (eds.). p. 214-228 15 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  59. Published

    On-line regression competitive with reproducing kernel Hilbert spaces

    Vovk, V., 2006, Theory and Applications of Models of Computation. Proceedings of the Third Annual Conference on Computation and Logic. Cai, J-Y., Cooper, S. & Li, A. (eds.). Berlin: Springer, Vol. 3959. p. 452-463 12 p. (Lecture Notes in Computer Science; vol. 3959).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  60. Published

    Predictions as statements and decisions

    Vovk, V., 2006, p. 44. 1 p.

    Research output: Contribution to conferenceAbstract

  61. 2005
  62. Published

    Competing with wild prediction rules

    Vovk, V., 14 Dec 2005.

    Research output: Working paper

  63. Published

    On-line predictive linear regression

    Vovk, V., Nouretdinov, I. & Gammerman, A., 21 Nov 2005.

    Research output: Working paper

  64. Published
  65. Published

    The origins and legacy of Kolmogorov's Grundbegriffe

    Vovk, V. & Shafer, G., Oct 2005, 109 p. (Game-Theoretic Probability and Finance project).

    Research output: Working paper

  66. Published

    How many strings are easy to predict?

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 25 Aug 2005, In : Information and Computation. 201, 1, p. 55-71 17 p.

    Research output: Contribution to journalArticle

  67. Published

    Competitive on-line learning with a convex loss function

    Vovk, V., 11 Jun 2005.

    Research output: Working paper

  68. Published

    Defensive forecasting for linear protocols

    Vovk, V., Nouretdinov, I., Takemura, A. & Shafer, G., 2 Jun 2005.

    Research output: Working paper

  69. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 1 Jun 2005.

    Research output: Working paper

  70. Published

    Defensive forecasting

    Vovk, V., Takemura, A. & Shafer, G., 30 May 2005.

    Research output: Working paper

  71. Published

    Algorithmic Learning in a Random World

    Vovk, V., Gammerman, A. & Shafer, G., 2005, Springer.

    Research output: Book/ReportBook

  72. Published

    Defensive forecasting

    Vovk, V., Takemura, A. & Shafer, G., 2005, Proceedings of the Tenth International Workshop on Articial Intelligence and Statistics. Cowell, R. & Ghahramani, Z. (eds.). p. 365-372 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  73. Published

    Defensive forecasting for linear protocols

    Vovk, V., Nouretdinov, I., Takemura, A. & Shafer, G., 2005, Proceedings of the Sixteenth International Conference on Algorithmic Learning Theory. Jain, S., Simon, H. & Tomita, E. (eds.). Berlin: Springer, Vol. 3734. p. 459-473 15 p. (Lecture Notes in Computer Science; vol. 3734).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  74. Published

    Defensive prediction with expert advice

    Vovk, V., 2005, Proceedings of the Sixteenth International Conference on Algorithmic Learning Theory. Jain, S., Simon, H. & Tomita, E. (eds.). Berlin: Springer, p. 444-458 15 p. (Lecture Notes in Computer Science; vol. 3734).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  75. Published

    Good randomized sequential probability forecasting is always possible

    Vovk, V. & Shafer, G., 2005, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 67, 5, p. 747-763

    Research output: Contribution to journalArticle

  76. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 2005, Proceedings of the Sixteenth International Conference on Algorithmic Learning Theory. Jain, S., Simon, H. & Tomita, E. (eds.). Berlin: Springer, Vol. 3734. p. 429-443 15 p. (Lecture Notes in Computer Science; vol. 3734).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  77. 2004
  78. Published

    Experiments with the K29 algorithm

    Vovk, V., 1 Sep 2004.

    Research output: Working paper

  79. Published

    Defensive forecasting

    Vovk, V., Takemura, A. & Shafer, G., Sep 2004.

    Research output: Working paper

  80. Published

    Data classication apparatus and method thereof

    Gammerman, A. & Vovk, V., Jul 2004, Patent No. 1129428

    Research output: Patent

  81. Published

    A universal well-calibrated algorithm for on-line classification

    Vovk, V., Jun 2004, In : Journal of Machine Learning Research. 5, p. 575-604 30 p.

    Research output: Contribution to journalArticle

  82. Published

    Loss functions, complexities, and the Legendre transformation

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 17 Feb 2004, In : Theoretical Computer Science. 313, 2, p. 195-207 13 p.

    Research output: Contribution to journalArticle

  83. Published

    A criterion for the existence of predictive complexity for binary games

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 2004, Proceedings of the Fifteenth International Conference on Algorithmic Learning Theory. Ben-David, S., Case, J. & Maruoka, A. (eds.). Heidelberg: Springer, Vol. 3244. p. 249-263 15 p. (Lecture Notes in Artificial Intelligence; vol. 3244).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  84. Published

    On-line Prediction with Kernels and the Complexity Approximation Principle

    Gammerman, A., Kalnishkan, Y. & Vovk, V., 2004, Uncertainty in Artificial Intelligence, Proceedings of the Twentieth Conference. Chickering, M. & Halpern, J. (eds.). AUAI Press, p. 170-176

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  85. Published

    Self-calibrating probability forecasting

    Vovk, V., Shafer, G. & Nouretdinov, I., 2004, Advances in Neural Information Processing Systems. Thrun, S., Saul, L. & Schoelkopf, B. (eds.). Cambridge, MA: MIT Press, Vol. 16. p. 1133-1140 8 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  86. 2003
  87. Published

    Good randomized sequential probability forecasting is always possible

    Vovk, V. & Shafer, G., Jun 2003, (The Game-Theoretic Probability and Finance project).

    Research output: Working paper

  88. Published

    Probability forecasting in on-line compression models

    Vovk, V., Jun 2003.

    Research output: Working paper

  89. Published

    Well-calibrated predictions from on-line compression models

    Vovk, V., 1 Apr 2003, (On-line Compression Modelling project, http://vovk.net/kp).

    Research output: Working paper

  90. Published

    Criterion of calibration for Transductive Confidence Machine with limited feedback

    Nouretdinov, I. & Vovk, V., Apr 2003, (On-line Compression Modelling project, http://vovk.net/kp).

    Research output: Working paper

  91. Published

    Mondrian Condence Machine

    Vovk, V., Lindsay, D., Nouretdinov, I. & Gammerman, A., Mar 2003, (On-line Compression Modelling project).

    Research output: Working paper

  92. Published

    Mondrian Confidence Machine

    Vovk, V., Lindsay, D., Nouretdinov, I. & Gammerman, A., Mar 2003, (On-line Compression Modelling project).

    Research output: Working paper

  93. Published

    Online region prediction with real teachers

    Ryabko, D., Vovk, V. & Gammerman, A., Mar 2003, (On-line Compression Modelling project).

    Research output: Working paper

  94. Published

    Testing Exchangeability On-line

    Vovk, V., Nouretdinov, I. & Gammerman, A., Feb 2003, (On-line Compression Modelling project).

    Research output: Working paper

  95. Published

    A game-theoretic explanation of the $dt$ effect

    Vovk, V. & Shafer, G., Jan 2003, (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

    Research output: Working paper

  96. Published

    Criterion of calibration for transductive confidence machine with limited feedback

    Nouretdinov, I. & Vovk, V., 2003, Lecture Notes in Articial Intelligence. Vol. 2842. p. 259-267 9 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  97. Published

    How many strings are easy to predict?

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 2003, In : ALGORITHMIC NUMBER THEORY, PRCEEDINGS. 2777, p. 522-536 15 p.

    Research output: Contribution to journalArticle

  98. Published

    Hypergraphical on-line compression models

    Vovk, V., 2003.

    Research output: Working paper

  99. Published

    Kolmogorov's contributions to the foundations of probability

    Vovk, V. & Shafer, G., 2003, In : Problems of Information Transmission. 39, p. 21-31 11 p.

    Research output: Contribution to journalArticle

  100. Published

    Testing exchangeability on-line

    Vovk, V., Nouretdinov, I. & Gammerman, A., 2003, Proceedings of the Twentieth International Conference on Machine Learning. Fawcett, T. & Mishra, N. (eds.). Menlo Park, CA: AAAI Press, p. 768-775

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  101. Published

    The sources of Kolmogorov's Grundbegriffe

    Shafer, G. & Vovk, V., 2003, p. 553-554. 2 p.

    Research output: Contribution to conferenceAbstract

  102. Published

    Universal well-calibrated algorithm for on-line classification

    Vovk, V., 2003, Proceedings of the Sixteenth Annual Conference on Learning Theory and Seventh Kernel Workshop. Scholkopf, B. & Warmuth, M. K. (eds.). p. 358-372 15 p. (Lecture Notes in Artificial Intelligence; vol. 2777).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  103. Published

    Well-calibrated predictions from online compression models

    Vovk, V., 2003, Proceedings of the Fourteenth International Conference on Algorithmic Learning Theory. Gavalda, R., Jantke, K. & Takimoto, E. (eds.). Berlin: Springer, p. 268-282 15 p. (Lecture Notes in Artificial Intelligence; vol. 2842).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  104. 2002
  105. Published
  106. Published

    Prediction algorithms and confidence measures based on algorithmic randomness theory

    Gammerman, A. & Vovk, V., 25 Sep 2002, In : Theoretical Computer Science. 287, 1, p. 209-217 9 p.

    Research output: Contribution to journalArticle

  107. Published

    Asymptotic optimality of Transductive Confidence Machine

    Vovk, V., May 2002, (On-line Compression Modelling project).

    Research output: Working paper

  108. Published

    On-line Confidence Machines are well-calibrated

    Vovk, V., Apr 2002.

    Research output: Working paper