On optimum strategies for minimizing the exponential moments of a loss function

DOI10.4310/CIS.2011.V11.N4.A3zbMath1264.94062arXiv1103.2882MaRDI QIDQ1953238

Neri Merhav

Publication date: 7 June 2013

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2882

zbMATH Keywords

loss functionlarge deviationsexponential momentuniversal schemes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic programming (90C15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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