Competing with Markov prediction strategies

نویسنده

  • Vladimir Vovk
چکیده

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.

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عنوان ژورنال:
  • CoRR

دوره abs/cs/0607136  شماره 

صفحات  -

تاریخ انتشار 2006