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Tight concentrations and confidence sequences from the regret of universal portfolio - MaRDI portal

Tight concentrations and confidence sequences from the regret of universal portfolio (Q6575637)

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scientific article; zbMATH DE number 7884138
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English
Tight concentrations and confidence sequences from the regret of universal portfolio
scientific article; zbMATH DE number 7884138

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    Tight concentrations and confidence sequences from the regret of universal portfolio (English)
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    21 July 2024
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    regret guarantees of universal portfolio algorithms
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    online learning problem of betting
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    implicit time-uniform concentration inequalities for bounded random variables
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