Competing with Markov prediction strategies. / Vovk, Vladimir.


Research output: Working paper



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Assuming that the loss function is convex in the prediction, we construct a prediction strategy universal for the class of Markov prediction strategies, not necessarily continuous. Allowing randomization, we remove the requirement of convexity.
Original languageEnglish
Number of pages11
Publication statusPublished - 28 Jul 2006
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

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