Competitive on-line statistics

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)213-248
Number of pages36
JournalINTERNATIONAL STATISTICAL REVIEW
Volume69
Issue number2
Publication statusPublished - Aug 2001

Keywords

  • Bayes's rule
  • competitive on-line algorithms
  • linear regression
  • prequential statistics
  • worst-case analysis
  • GRADIENT DESCENT
  • prediction with expert advice
  • BAYES METHODS
  • LOSS BOUNDS
  • PREDICTION

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