Continuous and randomized defensive forecasting: unified view. / Vovk, Vladimir.

2007.

Research output: Working paper

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@techreport{1bff14344f8b4877960ffe6eacaf7a7d,
title = "Continuous and randomized defensive forecasting: unified view",
abstract = "Defensive forecasting is a method of transforming laws of probability (stated in game-theoretic terms as strategies for Sceptic) into forecasting algorithms.There are two known varieties of defensive forecasting: {"}continuous{"}, in which Sceptic's moves are assumed to depend on the forecasts in a (semi)continuous manner and which produces deterministic forecasts, and {"}randomized{"}, in which the dependence of Sceptic's moves on the forecasts is arbitrary and Forecaster's moves are allowed to be randomized. This note shows that the randomized variety can be obtained from the continuous variety by smearing Sceptic's moves to make them continuous.",
keywords = "cs.LG",
author = "Vladimir Vovk",
note = "10 pages",
year = "2007",
month = aug,
day = "17",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Continuous and randomized defensive forecasting: unified view

AU - Vovk, Vladimir

N1 - 10 pages

PY - 2007/8/17

Y1 - 2007/8/17

N2 - Defensive forecasting is a method of transforming laws of probability (stated in game-theoretic terms as strategies for Sceptic) into forecasting algorithms.There are two known varieties of defensive forecasting: "continuous", in which Sceptic's moves are assumed to depend on the forecasts in a (semi)continuous manner and which produces deterministic forecasts, and "randomized", in which the dependence of Sceptic's moves on the forecasts is arbitrary and Forecaster's moves are allowed to be randomized. This note shows that the randomized variety can be obtained from the continuous variety by smearing Sceptic's moves to make them continuous.

AB - Defensive forecasting is a method of transforming laws of probability (stated in game-theoretic terms as strategies for Sceptic) into forecasting algorithms.There are two known varieties of defensive forecasting: "continuous", in which Sceptic's moves are assumed to depend on the forecasts in a (semi)continuous manner and which produces deterministic forecasts, and "randomized", in which the dependence of Sceptic's moves on the forecasts is arbitrary and Forecaster's moves are allowed to be randomized. This note shows that the randomized variety can be obtained from the continuous variety by smearing Sceptic's moves to make them continuous.

KW - cs.LG

M3 - Working paper

BT - Continuous and randomized defensive forecasting: unified view

ER -