Professor Vladimir Vovk

  1. 2020
  2. Forthcoming

    Testing randomness online

    Vovk, V., 15 Oct 2020, (Accepted/In press) In : Statistical Science.

    Research output: Contribution to journalArticle

  3. Forthcoming

    E-values: Calibration, combination, and applications

    Vovk, V. & Wang, R., 17 Sep 2020, (Accepted/In press) In : The Annals of Statistics.

    Research output: Contribution to journalArticle

  4. Published

    Conformal calibration

    Vovk, V., Petej, I., Toccaceli, P., Gammerman, A., Ahlberg, E. & Carlsson, L., Sep 2020, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Cherubin, G. (eds.). Vol. 128. p. 84-99 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  5. Published

    Training conformal predictors

    Colombo, N. & Vovk, V., Sep 2020, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Cherubin, G. (eds.). Vol. 128. p. 55-64 10 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  6. Published

    Computationally efficient versions of conformal predictive distributions

    Vovk, V., Petej, I., Nouretdinov, I., Manokhin, V. & Gammerman, A., 15 Jul 2020, In : Neurocomputing. 397, p. 292-308 17 p.

    Research output: Contribution to journalArticle

  7. Published

    Combining p-values via averaging

    Vovk, V. & Wang, R., 11 Jun 2020, In : Biometrika. p. 1-18 18 p., asaa027.

    Research output: Contribution to journalArticle

  8. 2019
  9. Published

    Test statistics and p-values

    Gurevich, Y. & Vovk, V., 29 Aug 2019, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z. & Smirnov, E. (eds.). Vol. 105. p. 89-104 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  10. Published

    Universally consistent conformal predictive distributions

    Vovk, V., 29 Aug 2019, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z. & Smirnov, E. (eds.). Vol. 105. p. 105-122 18 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  11. Published

    Game-Theoretic Foundations for Probability and Finance

    Shafer, G. & Vovk, V., Jun 2019, Wiley. 480 p. (Wiley Series in Probability and Statistics)

    Research output: Book/ReportBook

  12. Published

    Nonparametric predictive distributions based on conformal prediction

    Vovk, V., Shen, J., Manokhin, V. & Xie, M., 15 Mar 2019, In : Machine Learning. 108, p. 445-474 30 p.

    Research output: Contribution to journalArticle

  13. 2018
  14. E-pub ahead of print

    Conformal Predictive Distributions with Kernels

    Vovk, V., Nouretdinov, I., Manokhin, V. & Gammerman, A., 23 Aug 2018, Braverman Readings in Machine Learning. Key Ideas from Inception to Current State - International Conference Commemorating the 40th Anniversary of Emmanuil Braverman’s Decease, Invited Talks. Springer-Verlag, Vol. 11100 . p. 103-121 19 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11100 LNAI).

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

  15. Published

    Conformal predictive decision making

    Vovk, V. & Bendtsen, C., Jun 2018, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Peeters, R. (eds.). Vol. 91. p. 52-62 11 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  16. Published

    Cross-conformal predictive distributions

    Vovk, V., Nouretdinov, I., Manokhin, V. & Gammerman, A., Jun 2018, Proceedings of Machine Learning Research. Gammerman, A., Vovk, V., Luo, Z., Smirnov, E. & Peeters, R. (eds.). Vol. 91. p. 37-51 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  17. 2017
  18. Published

    Criteria of efficiency for set-valued classification

    Vovk, V., Nouretdinov, I., Fedorova, V., Petej, I. & Gammerman, A., Oct 2017, In : Annals of Mathematics and Artificial Intelligence. 81, p. 21-46 26 p.

    Research output: Contribution to journalArticle

  19. Published

    Universal probability-free prediction

    Vovk, V. & Pavlovic, D., Oct 2017, In : Annals of Mathematics and Artificial Intelligence. 81, 1-2, p. 1-24 24 p.

    Research output: Contribution to journalArticle

  20. Published

    The role of measurability in game-theoretic probability

    Vovk, V., Jul 2017, In : Finance and Stochastics. 21, 3, p. 719–739 21 p.

    Research output: Contribution to journalArticle

  21. Published

    Inductive Conformal Martingales for Change-Point Detection

    Volkhonskiy, D., Burnaev, E., Nouretdinov, I., Gammerman, A. & Vovk, V., 2017, 6th Symposium on Conformal and Probabilistic Prediction with Applications (COPA 2017). p. 1-22 22 p.

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

  22. Published

    Nonparametric predictive distributions based on conformal prediction

    Vovk, V., Shen, J., Manokhin, V. & Xie, M., 2017, Proceedings of Machine Learning Research: Proceedings of COPA 2016 (Sixth Symposium on Conformal and Probabilistic Prediction and Applications). Gammerman, A., Vovk, V., Luo, Z. & Papadopoulos, H. (eds.). Vol. 60. p. 82-102 21 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  23. 2016
  24. Published

    Prescience: Probabilistic Guidance on the Retraining Conundrum for Malware Detection

    Deo, A., Dash, S., Suarez de Tangil Rotaeche, G., Vovk, V. & Cavallaro, L., 28 Oct 2016, ACM Workshop on Artificial Intelligence and Security. Vienna, Austria: ACM, p. 71-82 12 p.

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

  25. Published

    Criteria of Efficiency for Conformal Prediction

    Vovk, V., Fedorova, V., Nouretdinov, I. & Gammerman, A., 17 Apr 2016, Conformal and Probabilistic Prediction with Applications: 5th International Symposium, COPA 2016 Madrid, Spain, April 20–22, 2016 Proceedings. Springer, Vol. 9653. p. 23-39 17 p. (Lecture Notes in Computer Science; vol. 9653).

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

  26. Published

    A closer look at adaptive regret

    Adamskiy, D., Koolen, W., Chernov, A. & Vovk, V., Apr 2016, In : Journal of Machine Learning Research. 17, 23, p. 1-21 21 p.

    Research output: Contribution to journalArticle

  27. Published

    Purely pathwise probability-free Ito integral

    Vovk, V., 2016, In : Matematychni Studii. 46, 1, p. 96-110 15 p.

    Research output: Contribution to journalArticle

  28. Published

    Universal Probability-Free Conformal Prediction

    Vovk, V. & Pavlovic, D., 2016, Proceedings of COPA 2016: Fifth Symposium on Conformal and Probabilistic Prediction with Applications. Springer, Vol. 9653. p. 40-47 8 p. (Lecture Notes in Computer Science; vol. 9653).

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

  29. 2015
  30. Published

    Hypergraphical Conformal Predictors

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 21 Dec 2015, In : International Journal on Artificial Intelligence Tools. 24, 6, 1560003.

    Research output: Contribution to journalArticle

  31. Published

    Transductive Conformal Prediction

    Vovk, V., 21 Dec 2015, In : International Journal on Artificial Intelligence Tools. 24, 6, 1560001.

    Research output: Contribution to journalArticle

  32. Published

    Large-scale probabilistic predictors with and without guarantees of validity

    Vovk, V., Petej, I. & Fedorova, V., 7 Dec 2015, Advances in Neural Information Processing Systems 28: Proceedings of NIPS 2015. Curran Associates, p. 892-900 9 p.

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

  33. E-pub ahead of print

    The Fundamental Nature of the Log Loss Function

    Vovk, V., 5 Sep 2015, Lecture Notes in Computer Science. Beklemishev, L., Blass, A., Dershowitz, N., Finkbeiner, B. & Schulte, W. (eds.). Cham: Springer, Vol. 9300. p. 307-318 12 p. (Lecture Notes in Computer Science; vol. 9300).

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

  34. Published

    Alexey Chervonenkis's Bibliography: Introductory Comments

    Gammerman, A. & Vovk, V., Sep 2015, In : Journal of Machine Learning Research. 16, p. 2051-2066 16 p.

    Research output: Contribution to journalEditorial

  35. Published

    Alexey Chervonenkis's Bibliography

    Gammerman, A. & Vovk, V., Sep 2015, In : Journal of Machine Learning Research. 16, p. 2067-2080 14 p.

    Research output: Contribution to journalEditorial

  36. Published

    Preface to this Special Issue

    Gammerman, A. & Vovk, V., Sep 2015, In : Journal of Machine Learning Research. 16, p. 1677-1681 5 p.

    Research output: Contribution to journalEditorial

  37. Published

    Cross-conformal predictors

    Vovk, V., Jun 2015, In : Annals of Mathematics and Artificial Intelligence. 74, 1-2, p. 9-28 20 p.

    Research output: Contribution to journalArticle

  38. Published

    Multiprobabilistic prediction in early medical diagnoses

    Nouretdinov, I., Devetyarov, D., Vovk, V., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Waterfield, M., Cramer, R., Timms, J. F., Jacobs, I. & Gammerman, A., Jun 2015, In : Annals of Mathematics and Artificial Intelligence. 74, 1-2, p. 203-222 20 p.

    Research output: Contribution to journalArticle

  39. E-pub ahead of print

    Itô Calculus without Probability in Idealized Financial Markets

    Vovk, V., 15 May 2015, In : Lithuanian Mathematical Journal. 55, 2, p. 270-290 21 p.

    Research output: Contribution to journalArticle

  40. Published

    Comment: The Two Styles of VC Bounds

    Vovk, V., 2015, Measures of Complexity: Festschrift for Alexey Chervonenkis. Vovk, V., Papadopoulos, H. & Gammerman, A. (eds.). Springer, p. 161-164 4 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  41. 2014
  42. Published

    Generalised Entropies and Asymptotic Complexities of Languages

    Kalnishkan, Y., Vyugin, M. V. & Vovk, V., Oct 2014, In : Information and Computation. 237, p. 101–141 41 p.

    Research output: Contribution to journalArticle

  43. Published

    Beyond the Basic Conformal Prediction Framework

    Vovk, V., 2014, Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications. Balasubramanian, V. N., Ho, S-S. & Vovk, V. (eds.). 1 ed. Elsevier, p. 21-46 26 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  44. Published

    Buy low, sell high

    Koolen, W. & Vovk, V., 2014, In : Theoretical Computer Science. 558, p. 144-158 15 p.

    Research output: Contribution to journalArticle

  45. Published

    Criteria of efficiency for conformal prediction

    Vovk, V., Fedorova, V., Nouretdinov, I. & Gammerman, A., 2014, On-line Compression Modelling Project (New Series), 19 p.

    Research output: Working paper

  46. Published

    Efficiency of conformalized ridge regression

    Burnaev, E. & Vovk, V., 2014, Proceedings of the Twenty Seventh Annual Conference on Learning Theory: JMLR: Workshop and Conference Proceedings. Vol. 35. p. 605-622 18 p.

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

  47. Published

    From conformal to probabilistic prediction

    Vovk, V., Petej, I. & Fedorova, V., 2014, COPA 2014 Proceedings.

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

  48. Published

    Game-Theoretic Probability

    Vovk, V., 2014, Introduction to Imprecise Probabilities. Augustin, T., Coolen, F. P. A., Cooman, G. D. & Troffaes, M. C. M. (eds.). Wiley-Interscience, p. 114-134 21 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  49. Forthcoming

    Probability-Free Solutions to the Non-Stationary Newsvendor Problem

    Zhang, Y., Vovk, V. & Zhang, W., 2014, (Accepted/In press) In : Annals of Operations Research.

    Research output: Contribution to journalArticle

  50. Published

    The Basic Conformal Prediction Framework

    Vovk, V., 2014, Conformal Prediction for Reliable Machine Learning: Theory, Adaptations, and Applications. Balasubramanian, V., Ho, S-S. & Vovk, V. (eds.). 1 ed. Elsevier, p. 3-19 17 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  51. Published

    Venn-Abers predictors

    Vovk, V. & Petej, I., 2014, Proceedings of the Thirtieth Conference on Uncertainty in Artificial Intelligence. p. 829-838 10 p.

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

  52. 2013
  53. Published

    Conformal prediction under hypergraphical models

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., Oct 2013, The 9th Artificial Intelligence Applications and Innovations Conference (AIAI): 2nd Workshop on Conformal Prediction and its Applications. p. 371-383 13 p.

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

  54. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 5 Jul 2013, In : Machine Learning. 92, 2-3, p. 349 - 376 28 p.

    Research output: Contribution to journalArticle

  55. Published

    Guest Editors’ foreword

    Hutter, M., Stefan, F., Vovk, V. & Zeugmann, T., 18 Feb 2013, In : Theoretical Computer Science. 473, p. 1-3 3 p.

    Research output: Contribution to journalEditorial

  56. Published

    Kernel Ridge Regression

    Vovk, V., 2013, Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik. Springer, p. 105-116 12 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  57. Published

    Transductive conformal predictors

    Vovk, V., 2013, Proceedings of the Ninth Conference on Artificial Intelligence Applications and Innovations. Heidelberg: Springer, Vol. 412. p. 348-360 13 p.

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

  58. 2012
  59. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 17 Nov 2012, In : JMLR: Workshop and Conference Proceedings. 25, p. 475-490 16 p.

    Research output: Contribution to journalArticle

  60. Published

    Venn predictors and isotonic regression

    Vovk, V., 31 Oct 2012, 4 p.

    Research output: Working paper

  61. Published

    Inductive conformal predictors in the batch mode

    Vovk, V., 12 Sep 2012.

    Research output: Working paper

  62. Published

    Generalized entropies and asymptotic complexities of languages

    Kalnishkan, Y., Vyugin, M. V. & Vovk, V., Sep 2012, Proceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering. de Rooij, S., Kotlowski, W., Rissanen, J., Millimaki, P., T. R. & Yamanishi, K. (eds.). Amsterdam: CWI, p. 44-47 4 p.

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

  63. Published

    Informational and computation efficiency of set predictors

    Vovk, V., Sep 2012, Proceedings of the Fifth Workshop on Information-Theoretic Methods in Science and Engineering. de Rooij, S., Kotlowski, W., Rissanen, J., Millimaki, P., T. R. & Yamanishi, K. (eds.). Amsterdam: CWI, p. 48-51 4 p.

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

  64. Published

    Cross-conformal predictors

    Vovk, V., 3 Aug 2012.

    Research output: Working paper

  65. Published

    Plug-in martingales for testing exchangeability on-line

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 15 Apr 2012, 17 p.

    Research output: Working paper

  66. Forthcoming

    A closer look at adaptive regret

    Adamskiy, M., Koolen, W., Chernov, A. & Vovk, V., 2012, (Accepted/In press) Proceedings of the Twenty Third International Conference on Algorithmic Learning Theory. Bshouty, N., Stoltz, G., Vayatis, N. & Zeugmann, T. (eds.). Berlin: Springer, Vol. 7568. p. 290 - 304 15 p. (Lecture Notes in Artificial Intelligence).

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

  67. Forthcoming

    Buy low, sell high

    Koolen, W. & Vovk, V., 2012, (Accepted/In press) Proceedings of the Twenty Third International Conference on Algorithmic Learning Theory. Bshouty, N., Stoltz, G., Vayatis, N. & Zeugmann, T. (eds.). Berlin: Springer, Vol. 7568. p. 335 - 349 15 p. (Lecture Notes in Artificial Intelligence).

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

  68. Published

    Conformal predictors in early diagnostics of ovarian and breast cancers

    Devetyarov, D., Nouretdinov, I., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Vovk, V., Waterfield, M., Cramer, R., Timms, J. F., Sinclair, J., Menon, U., Jacobs, I. & Gammerman, A., 2012, In : Progress in Artificial Intelligence. 1, p. 245 - 257 13 p.

    Research output: Contribution to journalArticle

  69. Published

    Continuous-time trading and the emergence of probability

    Vovk, V., 2012, In : Finance and Stochastics. 16, 4, p. 561 - 609

    Research output: Contribution to journalArticle

  70. Forthcoming
  71. Published

    Levy's zero-one law in game-theoretic probability

    Shafer, G., Vovk, V. & Takemura, A., 2012, In : Journal of Theoretical Probability. 25, 1, p. 1-24 24 p.

    Research output: Contribution to journalArticle

  72. Published

    Multiprobabilistic Venn Predictors with Logistic Regression

    Nouretdinov, I., Devetyarov, D., Burford, B., Camuzeaux, S., Gentry-Maharaj, A., Tiss, A., Smith, C., Luo, Z., Chervonenkis, A., Hallett, R., Vovk, V., Waterfield, M., Cramer, R., Timms, J. F., Jacobs, I., Menon, U. & Gammerman, A., 2012, Artificial Intelligence Applications and Innovations - AIAI 2012 International Workshops: AIAB, AIeIA, CISE, COPA, IIVC, ISQL, MHDW, and WADTMB, Halkidiki, Greece, September 27-30, 2012, Proceedings, Part II. Iliadis, L., Maglogiannis, I., Papadopoulos, H., Karatzas, K. & Sioutas, S. (eds.). Springer, Vol. 382. (IFIP Advances in Information and Communication Technology).

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

  73. Published

    Plug-in martingales for testing exchangeability on-line

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 2012, Proceedings of the 29th International Conference on Machine Learning (ICML-12). Langford, J. & Pineau, J. (eds.). Omnipress, p. 1639-1646 8 p.

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

  74. 2011
  75. Published

    A simplified Capital Asset Pricing Model

    Vovk, V., 11 Nov 2011, 6 p.

    Research output: Working paper

  76. Published

    Early detection of ovarian cancer in samples pre-diagnosis using CA125 and MALDI-MS peaks

    Timms, J. F., Menon, U., Devetyarov, D., Tiss, A., Camuzeaux, S., McCurrie, K., Nouretdinov, I., Burford, B., Smith, C., Gentry-Maharaj, A., Hallett, R., Ford, J., Luo, Z., Vovk, V., Gammerman, A., Cramer, R. & Jacobs, I., Nov 2011, In : Cancer Genomics and Proteomics. 8, 6, p. 289-305

    Research output: Contribution to journalArticle

  77. Published
  78. Published
  79. Published

    Losing money with a high Sharpe ratio

    Vovk, V., 4 Sep 2011, 6 p.

    Research output: Working paper

  80. Published

    Probability-free pricing of adjusted American lookbacks

    Philip Dawid, A., de Rooij, S., Grunwald, P., M. Koolen, W., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 20 Aug 2011, 28 p.

    Research output: Working paper

  81. Forthcoming

    Conformal predictions for reliable machine learning: Theory and applications

    Balasubramanian, V., Ho, S-S., Panchanathan, S. & Vovk, V., 8 Aug 2011, (Accepted/In press).

    Research output: Contribution to conferenceOther

  82. Published

    Ito calculus without probability in idealized financial markets

    Vovk, V., 3 Aug 2011, 25 p.

    Research output: Working paper

  83. Published

    Machine learning classification with confidence: Application of transductive conformal predictors to MRI-based diagnostic and prognostic markers in depression

    Nouretdinov, I., Costafreda, S. G., Gammerman, A., Chervonenkis, A., Vovk, V., Vapnik, V. & Fu, C. H. Y., 15 May 2011, In : NeuroImage. 56, 2, p. 809-813 5 p.

    Research output: Contribution to journalArticle

  84. Published

    Regression conformal prediction with nearest neighbours

    Papadopoulos, H., Vovk, V. & Gammerman, A., Apr 2011, In : Journal of Artificial Intelligence Research. 40, p. 815-840 26 p.

    Research output: Contribution to journalArticle

  85. Published

    Insuring against loss of evidence in game-theoretic probability

    Dawid, A. P., de Rooij, S., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., Jan 2011, In : Statistics and Probability Letters. 81, 1, p. 157-162 6 p.

    Research output: Contribution to journalArticle

  86. Forthcoming

    Conformal predictions for reliable machine learning: Theory and applications

    Balasubramanian, V., Ho, S-S., Panchanathan, S. & Vovk, V., 2011, (Accepted/In press).

    Research output: Contribution to conferenceOther

  87. Published

    Rough paths in idealized financial markets

    Vovk, V., 2011, In : Lithuanian Mathematical Journal. 51, 2, p. 274 - 285 12 p.

    Research output: Contribution to journalArticle

  88. Published

    Test martingales, Bayes factors, and p-values

    Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 2011, In : Statistical Science. 26, p. 84 - 101 17 p.

    Research output: Contribution to journalArticle

  89. Published

    The generality of the zero-one laws

    Takemura, A., Vovk, V. & Shafer, G., 2011, In : Annals of the Institute of Statistical Mathematics. 63, 5, p. 873 - 885 13 p.

    Research output: Contribution to journalArticle

  90. 2010
  91. Published

    Weak aggregating algorithm for the distribution-free perishable inventory problem

    Levina, T., Levin, Y., McGill, J., Nediak, M. & Vovk, V., Nov 2010, In : Operations Research Letters. 38, 6, p. 516-521 6 p.

    Research output: Contribution to journalArticle

  92. Published

    Prequential randomness and probability

    Vovk, V. & Shen, A., 17 Jun 2010, In : Theoretical Computer Science. 411, 29-30, p. 2632-2646 15 p.

    Research output: Contribution to journalArticle

  93. Published

    Supermartingales in prediction with expert advice

    Chernov, A., Kalnishkan, Y., Zhdanov, F. & Vovk, V., 17 Jun 2010, In : Theoretical Computer Science. 411, 29-30, p. 2647-2669 23 p.

    Research output: Contribution to journalArticle

  94. Published
  95. Published

    Insuring against loss of evidence in game-theoretic probability

    Philip Dawid, A., de Rooij, S., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 11 May 2010.

    Research output: Working paper

  96. Published

    Rough paths in idealized financial markets

    Vovk, V., 3 May 2010.

    Research output: Working paper

  97. Published
  98. Published

    How to base probability theory on perfect-information games

    Shafer, G., Vovk, V. & Chychyla, R., Feb 2010, In : Bulletin of the European Association for Theoretical Computer Science. 100, p. 115-148 34 p.

    Research output: Contribution to journalArticle

  99. Published

    Competitive online generalized linear regression under square loss

    Zhdanov, F. & Vovk, V., 2010, Proceedings of the European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases 2010. Balcazar, J., Bonchi, F., Gionis, A. & Sebag, M. (eds.). Springer, p. 531-546 16 p.

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

  100. Published

    Editors' introduction

    Hutter, M., Stephan, F., Vovk, V. & Zeugmann, T., 2010, Proceedings of the Twentieth International Conference on Algorithmic Learning Theory. Berlin: Springer, Vol. 6331. p. 1-10 10 p. (Lecture Notes in Articial Intelligence).

    Research output: Chapter in Book/Report/Conference proceedingForeword/postscript

  101. Published

    Prediction with advice of unknown number of experts

    Chernov, A. & Vovk, V., 2010, Proceedings of the Twenty Sixth Conference on Uncertainty in Articial Intelligence. Grunwald, P. & Spirtes, P. (eds.). Arlington, VA: AUAI Press, p. 117-125 9 p.

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

  102. Published

    Predictions controlees en apprentissage automatique

    Gammerman, A. & Vovk, V., 2010, In : La Revue Modulad. 42, p. 16-33 18 p.

    Research output: Contribution to journalArticle

  103. 2009
  104. Published

    Jeffreys's law for general games of prediction: in search of a theory

    P. Dawid, A. & G. Vovk, V., 22 Dec 2009.

    Research output: Working paper

  105. Published

    Test martingales, Bayes factors, and p-values

    Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 21 Dec 2009.

    Research output: Working paper

  106. Published

    Merging of opinions in game-theoretic probability

    Vovk, V., Dec 2009, In : Annals of the Institute of Statistical Mathematics. 61, 4, p. 969-993 25 p.

    Research output: Contribution to journalArticle

  107. Published

    Prediction With Expert Advice For The Brier Game

    Vovk, V. & Zhdanov, F., Nov 2009, In : Journal of Machine Learning Research. 10, p. 2445-2471 27 p.

    Research output: Contribution to journalArticle

  108. Published

    Competing with Gaussian linear experts

    Zhdanov, F. & Vovk, V., 24 Oct 2009.

    Research output: Working paper

  109. Published

    On-line predictive linear regression

    Vovk, V., Nouretdinov, I. & Gammerman, A., Jun 2009, In : The Annals of Statistics. 37, 3, p. 1566-1590 25 p.

    Research output: Contribution to journalArticle

  110. Published
  111. Published

    Levy's zero-one law in game-theoretic probability

    Shafer, G., Vovk, V. & Takemura, A., 3 May 2009.

    Research output: Working paper

  112. Published

    Serum Proteomic Abnormality Predating Screen Detection of Ovarian Cancer

    Gammerman, A., Vovk, V., Burford, B., Nouretdinov, I., Luo, Z., Chervonenkis, A., Waterfield, M., Cramer, R., Tempst, P., Villanueva, J., Kabir, M., Camuzeaux, S., Timms, J., Menon, U. & Jacobs, I., May 2009, In : The Computer Journal. 52, 3, p. 326-333 8 p.

    Research output: Contribution to journalArticle

  113. Published

    Continuous-time trading and the emergence of probability

    Vovk, V., 28 Apr 2009.

    Research output: Working paper

  114. Published
  115. Published

    Prediction with expert evaluators' advice

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

    Research output: Working paper

  116. 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

  117. 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

  118. 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

  119. 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

  120. 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

  121. 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

  122. 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

  123. 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

  124. 2008
  125. 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

  126. 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

  127. Published

    Superefficiency from the Vantage Point of Computability

    Vovk, V., 16 Aug 2008.

    Research output: Working paper

  128. 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

  129. 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

  130. Published

    R package PredictiveRegression

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

    Research output: Non-textual formSoftware

  131. Published

    The generality of the zero-one laws

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

    Research output: Working paper

  132. 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

  133. Published

    Game-theoretic Brownian motion

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

    Research output: Working paper

  134. 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

  135. 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

  136. 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

  137. Published

    Prequential Randomness

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

    Research output: Contribution to journalArticle

  138. 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

  139. 2007
  140. Published

    Continuous-time trading and emergence of volatility

    Vovk, V., 10 Dec 2007.

    Research output: Working paper

  141. Published

    Continuous-time trading and emergence of randomness

    Vovk, V., 8 Dec 2007.

    Research output: Working paper

  142. 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

  143. 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

  144. Published

    Prediction with expert advice for the Brier game

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

    Research output: Working paper

  145. Published

    Hoeffding's inequality in game-theoretic probability

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

    Research output: Working paper

  146. Published
  147. Published
  148. Published

    Strong confidence intervals for autoregression

    Vovk, V., 4 Jul 2007.

    Research output: Working paper

  149. Published

    A tutorial on conformal prediction

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

    Research output: Working paper

  150. Published

    Merging of opinions in game-theoretic probability

    Vovk, V., 2 May 2007.

    Research output: Working paper

  151. 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

  152. 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

  153. 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

  154. 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

  155. 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

  156. 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

  157. 2006
  158. 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

  159. Published

    Hedging predictions in machine learning

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

    Research output: Working paper

  160. 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

  161. Published

    Metric entropy in competitive on-line prediction

    Vovk, V., 9 Sep 2006.

    Research output: Working paper

  162. Published

    Competing with Markov prediction strategies

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

    Research output: Working paper

  163. Published

    Leading strategies in competitive on-line prediction

    Vovk, V., 27 Jul 2006.

    Research output: Working paper

  164. Published

    Competing with stationary prediction strategies

    Vovk, V., 13 Jul 2006.

    Research output: Working paper

  165. Published

    Predictions as statements and decisions

    Vovk, V., 22 Jun 2006.

    Research output: Working paper

  166. Published

    The Sources of Kolmogorov's Grundbegriffe

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

    Research output: Working paper

  167. 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

  168. 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

  169. 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

  170. 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

  171. Published

    Predictions as statements and decisions

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

    Research output: Contribution to conferenceAbstract

  172. 2005
  173. Published

    Competing with wild prediction rules

    Vovk, V., 14 Dec 2005.

    Research output: Working paper

  174. Published

    On-line predictive linear regression

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

    Research output: Working paper

  175. Published
  176. 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

  177. 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

  178. Published

    Competitive on-line learning with a convex loss function

    Vovk, V., 11 Jun 2005.

    Research output: Working paper

  179. Published

    Defensive forecasting for linear protocols

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

    Research output: Working paper

  180. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 1 Jun 2005.

    Research output: Working paper

  181. Published

    Defensive forecasting

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

    Research output: Working paper

  182. Published

    Algorithmic Learning in a Random World

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

    Research output: Book/ReportBook

  183. 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

  184. 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

  185. 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

  186. 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

  187. 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

  188. 2004
  189. Published

    Experiments with the K29 algorithm

    Vovk, V., 1 Sep 2004.

    Research output: Working paper

  190. Published

    Defensive forecasting

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

    Research output: Working paper

  191. Published

    Data classication apparatus and method thereof

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

    Research output: Patent

  192. 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

  193. 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

  194. 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

  195. 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

  196. 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

  197. 2003
  198. 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

  199. Published

    Probability forecasting in on-line compression models

    Vovk, V., Jun 2003.

    Research output: Working paper

  200. 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

  201. 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

  202. Published

    Mondrian Condence Machine

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

    Research output: Working paper

  203. Published

    Mondrian Confidence Machine

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

    Research output: Working paper

  204. Published

    Online region prediction with real teachers

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

    Research output: Working paper

  205. Published

    Testing Exchangeability On-line

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

    Research output: Working paper

  206. 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

  207. 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

  208. 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

  209. Published

    Hypergraphical on-line compression models

    Vovk, V., 2003.

    Research output: Working paper

  210. 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

  211. 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

  212. Published

    The sources of Kolmogorov's Grundbegriffe

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

    Research output: Contribution to conferenceAbstract

  213. 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

  214. 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

  215. 2002
  216. Published
  217. 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

  218. Published

    Asymptotic optimality of Transductive Confidence Machine

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

    Research output: Working paper

  219. Published

    On-line Confidence Machines are well-calibrated

    Vovk, V., Apr 2002.

    Research output: Working paper

  220. Published

    Asymptotic optimality of transductive confidence machine

    Vovk, V., 2002, Lecture Notes in Articial Intelligence. Vol. 2533. p. 336-350 15 p.

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

  221. Published

    Inductive Confidence Machine for pattern recognition

    Surkov, D., Gammerman, A. & Vovk, V., 2002, Proceedings of the ICDM 2002 Workshop on the Foundation of Data Mining and Knowledge Discovery. Lin, T. & Ohsuga, S. (eds.). Shimane Medical University, p. 249-255 7 p.

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

  222. Published

    Inductive confidence machines for regression

    Papadopoulos, H., Proedrou, K., Vovk, V. & Gammerman, A., 2002, Proceedings of the Thirteenth European Conference on Machine Learning. Elomaa, T., Mannila, H. & Toivonen, H. (eds.). London: Springer, p. 345-356 12 p. (Lecture Notes in Computer Science; vol. 2430).

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

  223. Published

    On-line confidence machines are well-calibrated

    Vovk, V., 2002, Proceedings of the Forty Third Annual Symposium on Foundations of Computer Science. Los Alamitos, CA: IEEE Computer Society, p. 187-196 10 p.

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

  224. Published

    Qualified predictions for large data sets in the case of pattern recognition

    Papadopoulos, H., Vovk, V. & Gammerman, A., 2002, Proceedings of the International Conference on Machine Learning and Applications. Wani, M., Arabnia, H., Cios, K., Hafeez, K. & Kendall, G. (eds.). CSREA Press, p. 159-163 5 p.

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

  225. Published

    Transductive confidence machines for pattern recognition

    Proedrou, K., Nouretdinov, I., Vovk, V. & Gammerman, A., 2002, Proceedings of the Thirteenth European Conference on Machine Learning. Elomaa, T., Mannila, H. & Toivonen, H. (eds.). London: Springer, p. 381-390 10 p. (Lecture Notes in Computer Science; vol. 2430).

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

  226. 2001
  227. Published
  228. Published

    The Game-Theoretic Capital Asset Pricing Model

    Vovk, V. & Shafer, G., 1 Nov 2001.

    Research output: Working paper

  229. Published

    Competitive on-line statistics

    Vovk, V., Aug 2001, In : INTERNATIONAL STATISTICAL REVIEW. 69, 2, p. 213-248 36 p.

    Research output: Contribution to journalArticle

  230. Published

    Predicting nearly as well as the best pruning of a decision tree through dynamic programming scheme

    Takimoto, E., Maruoka, A. & Vovk, V., 17 Jun 2001, In : Theoretical Computer Science. 261, 1, p. 179-209 31 p.

    Research output: Contribution to journalArticle

  231. Published

    Probability theory for the Brier game

    Vovk, V., 17 Jun 2001, In : Theoretical Computer Science. 261, 1, p. 57-79 23 p.

    Research output: Contribution to journalArticle

  232. Published

    Comparing the Bayes and typicalness frameworks

    Melluish, T., Saunders, C., Nouretdinov, I. & Vovk, V., 2001, Lecture Notes in Articial Intelligence. Vol. 2167. p. 360-371

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

  233. Published

    Kolmogorov's complexity conception of probability

    Vovk, V., 2001, Probability Theory: Philosophy, Recent History and Relations to Science. Dordrecht: Kluwer, p. 51-69 19 p.

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

  234. Published

    Loss functions, complexities, and the Legendre transformation

    Kalnishkan, Y., Vovk, V. & Vyugin, M. V., 2001, Proceedings of the Twelfth International Conference on Algorithmic Learning Theory. Abe, N., Khardon, R. & Zeugmann, T. (eds.). London: Springer, p. 181-189 9 p.

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

  235. Published

    Pattern recognition and density estimation under the general i.i.d assumption

    Nouretdinov, I., Vovk, V., Vyugin, M. & Gammerman, A., 2001, Proceedings of the Fourteenth Annual Conference on Computational Learning Theory and Fifth European Conference on Computational Learning Theory. Helmbold, D. & Williamson, B. (eds.). London: Springer, p. 337-353 17 p. (Lecture Notes in Artificial Intelligence; vol. 2111).

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

  236. Published

    Probability and Finance: It's Only a Game!

    Shafer, G. & Vovk, V., 2001, New York: Wiley-Interscience.

    Research output: Book/ReportBook

  237. Published

    Ridge Regression Confidence Machine

    Nouretdinov, I., Melluish, T. & Vovk, V., 2001, Proceedings of the Eighteenth International Conference on Machine Learning. p. 385-392

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

  238. 2000
  239. Published

    Black-Scholes formula without stochastic assumptions

    Vovk, V., May 2000, Models for Credit Risk. London: UNICOM Seminars, p. 149-154 6 p.

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

  240. Published

    Black-Scholes formula without stochastic assumptions

    Vovk, V., Mar 2000.

    Research output: Working paper

  241. Published

    The existence of predictive complexity and the Legendre transformation

    Kalnichkan, Y. & Vovk, V., Mar 2000.

    Research output: Working paper

  242. Published

    Computationally efficient transductive machines

    Saunders, C., Gammerman, A. & Vovk, V., 2000, Proceedings of the Eleventh International Conference on Algorithmic Learning Theory. Arimura, H., Jain, S. & Sharma, A. (eds.). Berlin: Springer, p. 325-333 9 p. (Lecture Notes in Artificial Intelligence; vol. 1968).

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

  243. 1999
  244. Published

    Derandomizing stochastic prediction strategies

    Vovk, V., Jun 1999, In : Machine Learning. 35, 3, p. 247-282 36 p.

    Research output: Contribution to journalArticle

  245. Published
  246. Published

    Central limit theorem without probability

    Vovk, V., 1999.

    Research output: Working paper

  247. Published

    Competitive on-line statistics

    Vovk, V., 1999, Bulletin of the International Statistical Institute. Proceedings of the Fifty Second Session. Vol. Tome 58, Book 1. p. 231-234

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

  248. Published

    Complexity approximation principle

    Vovk, V. & Gammerman, A., 1999, In : The Computer Journal. 42, 4, p. 318-322 5 p.

    Research output: Contribution to journalArticle

  249. Published

    Editorial: Kolmogorov complexity

    Gammerman, A. & Vovk, V., 1999, In : The Computer Journal. 42, p. 251 1 p.

    Research output: Contribution to journalEditorial

  250. Published
  251. Published

    Kolmogorov complexity: Sources, theory and applications

    Gammerman, A. & Vovk, V., 1999, In : The Computer Journal. 42, 4, p. 252-255 4 p.

    Research output: Contribution to journalArticle

  252. Published

    Machine-learning applications of algorithmic randomness

    Vovk, V., Gammerman, A. & Saunders, C., 1999, Proceedings of the Sixteenth International Conference on Machine Learning. San Francisco, CA: Morgan Kaufmann, p. 444-453 10 p.

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

  253. Published

    Prequential probability: principles and properties

    Dawid, A. P. & Vovk, V., 1999, In : Bernoulli. 5, p. 125-162 38 p.

    Research output: Contribution to journalArticle

  254. Published

    Pricing European options without probability

    Vovk, V., 1999.

    Research output: Working paper

  255. Published

    Special issue editorial - Kolmogorov complexity

    Gammerman, A. & Vovk, V., 1999, In : The Computer Journal. 42, 4, p. 251-251 1 p.

    Research output: Contribution to journalEditorial

  256. Published

    Statistical applications of algorithmic randomness

    Vovk, V. & Gammerman, A., 1999, Bulletin of the International Statistical Institute. Proceedings of the Fifty Second Session: Contributed Papers. book 3 ed. Vol. 58. p. 469-470 2 p.

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

  257. Published

    Support Vector density estimation

    Weston, J., Gammerman, A., Stitson, M., Vapnik, V., Vovk, V. & Watkins, C., 1999, Advances in Kernel Methods: Support Vector Learning. Scholkopf, B., Burghes, C. J. C. & Smola, A. J. (eds.). Cambridge, MA: MIT Press, p. 293-305 13 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  258. Published

    Support Vector regression with ANOVA decomposition kernels

    Stitson, M., Gammerman, A., Vapnik, V., Vovk, V., Watkins, C. & Weston, J., 1999, Advances in Kernel Methods: Support Vector Learning. Scholkopf, B., Burghes, C. J. C. & Smola, A. J. (eds.). Cambridge, MA: MIT Press, p. 285-291 7 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  259. Published

    Transduction with confidence and credibility

    Saunders, C., Gammerman, A. & Vovk, V., 1999, Proceedings of the Sixteenth International Joint Conference on Articial Intelligence. Dean, T. (ed.). San Francisco, CA: Morgan Kaufmann, Vol. 2. p. 722-726 5 p.

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

  260. 1998
  261. Published

    A game of prediction with expert advice

    Vovk, V., Apr 1998, In : Journal of Computer and System Sciences. 56, 2, p. 153-173 21 p.

    Research output: Contribution to journalArticle

  262. Published

    Competitive on-line linear regression

    Vovk, V., 1998, Advances in Neural Information Processing Systems. Jordan, M., Kearns, M. & Solla, S. (eds.). Cambridge, MA: MIT Press, p. 364-370 7 p.

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

  263. Published

    Learning by Support Vector Machine

    Gammerman, A. & Vovk, V., 1998.

    Research output: Contribution to conferenceOther

  264. Published

    Learning by transduction

    Gammerman, A., Vapnik, V. & Vovk, V., 1998, Proceedings of the Fourteenth Conference on Uncertainty in Articial Intelligence. San Francisco, CA: Morgan Kaufmann, p. 148-156 9 p.

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

  265. Published

    Ridge Regression learning algorithm in dual variables

    Saunders, C., Gammerman, A. & Vovk, V., 1998, Proceedings of the Fifteenth International Conference on Machine Learning. San Francisco, CA: Morgan Kaufmann, p. 515-521 7 p.

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

  266. Published

    Universal portfolio selection

    Vovk, V. & Watkins, C. J. H. C., 1998, Proceedings of the Eleventh Annual Conference on Computational Learning Theory. New York: ACM Press, p. 12-23 12 p.

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

  267. 1997
  268. Published

    Derandomizing stochastic prediction strategies

    Vovk, V., 1997, Proceedings of the Tenth Annual Conference on Computational Learning Theory. Freund, Y. & Schapire, R. (eds.). New York: ACM Press, p. 32-44 13 p.

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

  269. Published

    Learning about the parameter of the Bernoulli model

    Vovk, V., 1997, In : Journal of Computer and System Sciences. 55, p. 96-104 9 p.

    Research output: Contribution to journalArticle

  270. Published

    On-line competitive linear regression

    Vovk, V., 1997.

    Research output: Working paper

  271. Published

    Probability theory for the Brier game

    Vovk, V., 1997, Proceedings of the Workshop on Algorithmic Learning Theory. Li, M. & Maruoka, A. (eds.). Springer, p. 323-338 16 p. (Lecture Notes in Computer Science; vol. 1316).

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

  272. 1996
  273. Published

    A strictly martingale version of Kolmogorov's strong law of large numbers

    Vovk, V., 1996, In : Theory of Probability and Its Applications. 41, 3

    Research output: Contribution to journalArticle

  274. Published

    Another semantics for Pearl's action calculus

    Vovk, V., 1996, Computational Learning and Probabilistic Reasoning. Gammerman, A. (ed.). New York: Wiley-Interscience, p. 127-146 20 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  275. Published

    Learning an optimal decision strategy in an in uence diagram with latent variables

    Vovk, V., 1996, Proceedings of the Ninth Annual Conference on Computational Learning Theory. New York: ACM Press, p. 110-121 12 p.

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

  276. 1995
  277. Published

    A game of prediction with expert advice

    Vovk, V., 1995, Proceedings of the Eighth Annual Conference on Computational Learning Theory . Maass, W. (ed.). New York: ACM Press, p. 51-60

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

  278. Published

    Minimum description length estimators under the optimal coding scheme

    Vovk, V., 1995, Proceedings of the Second European Conference on Computational Learning Theory. Vitanyi, P. (ed.). Berlin: Springer, p. 237-251 (Lecture Notes in Computer Science; vol. 904).

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

  279. 1994
  280. Published

    An optimal-control application of two paradigms of on-line learning

    Vovk, V., 1994, Proceedings of the Seventh Annual Workshop on Computational Learning Theory. New York: ACM Press, p. 98-109 12 p.

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

  281. Published

    Prequential level of impossibility with some applications

    Vovk, V. & V'yugin, V. V., 1994, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 56, p. 115-123 9 p.

    Research output: Contribution to journalArticle

  282. 1993
  283. Published
  284. Published

    A logic of probability, with application to the foundations of statistics (with discussion)

    Vovk, V., 1993, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 55, p. 317-351 35 p.

    Research output: Contribution to journalArticle

  285. Published

    Forecasting point and continuous processes: prequential analysis

    Vovk, V., 1993, In : Test. 2, p. 189-217 29 p.

    Research output: Contribution to journalArticle

  286. Published

    On the empirical validity of the Bayesian method

    Vovk, V. & V'yugin, V. V., 1993, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 55, p. 253-266 14 p.

    Research output: Contribution to journalArticle

  287. 1992
  288. Published

    Universal forecasting algorithms

    Vovk, V., 1992, In : Information and Computation. 96, p. 245-277 33 p.

    Research output: Contribution to journalArticle

  289. 1991
  290. Published

    Asymptotic efficiency of estimators: an algorithmic approach

    Vovk, V., 1991, In : Theory of Probability and Its Applications. 36, p. 329-343 15 p.

    Research output: Contribution to journalArticle

  291. Published
  292. 1990
  293. Published

    Aggregating strategies

    Vovk, V., 1990, Proceedings of the Third Annual Workshop on Computational Learning Theory. Fulk, M. & Case, J. (eds.). San Mateo, CA: Morgan Kaufmann, p. 371-383 13 p.

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

  294. 1989
  295. Published

    Prediction of stochastic sequences

    Vovk, V., 1989, In : Problems of Information Transmission. 25, p. 285-296 12 p.

    Research output: Contribution to journalArticle

  296. 1988
  297. Published

    Kolmogorov-Stout law of the iterated logarithm

    Vovk, V., 1988, In : Mathematical Notes. 44, p. 502-507 6 p.

    Research output: Contribution to journalArticle

  298. Published

    Об одном методе тестирования правильности программ на языке ассемблера

    Vovk, V., Semenov, A. L. & Soprunov, S. F., 1988, Вопросы кибернетики. Karmanov, V. G. (ed.). Moscow, Vol. 136. p. 56-78 23 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  299. Unpublished

    Предсказуемость алгоритмически случайных последовательностей

    Vovk, V., 1988, (Unpublished) Moscow: Moscow State University.

    Research output: ThesisDoctoral Thesis

  300. 1987
  301. Published

    On a randomness criterion

    Vovk, V., 1987, In : Soviet Mathematics Doklady. 35, p. 656-660 5 p.

    Research output: Contribution to journalArticle

  302. Published

    The law of the iterated logarithm for random Kolmogorov, or chaotic, sequences

    Vovk, V., 1987, In : Theory of Probability and Its Applications. 32, p. 413-425 13 p.

    Research output: Contribution to journalArticle

  303. 1986
  304. Published

    On the concept of the Bernoulli property

    Vovk, V., 1986, In : Russian Mathematical Surveys. 41, p. 247-248 2 p.

    Research output: Contribution to journalArticle

  305. Published

    On use of algorithmic notions of randomness and simplicity in mathematical statistics

    Vovk, V., 1986, p. 456. 1 p.

    Research output: Contribution to conferenceAbstract

  306. Published

    Об одном варианте понятия случайности по Мизесу-Черчу

    Vovk, V., 1986, p. 95-97. 3 p.

    Research output: Contribution to conferenceAbstract

  307. Published

    Об одном критерии случайности для полных последовательностей

    Vovk, V., 1986, Седьмая тематическая конференция механико-математического факультета: Алгебра, логика и теория чисел. Moscow: Moscow State University, p. 34-37 4 p.

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

  308. 1985
  309. Published

    Алгоритмическая теория случайности и проблема предсказания

    Vovk, V., 1985, Сложностные проблемы математической логики. Kanovich, M. I. (ed.). Kalinin, p. 21-24 4 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  310. Published

    Программирование на языке ассемблера векторного и конвейерного компьютера некоторых стандартных алгоритмов линейной алгебры

    Vovk, V., 1985, Вопросы кибернетики. Mel'nikov, V. A. & Dadaev, Y. G. (eds.). Moscow, Vol. 117. p. 31-44 14 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter