The Fundamental Nature of the Log Loss Function

DOI10.1007/978-3-319-23534-9_20zbMath1465.68116arXiv1502.06254OpenAlexW2963255684WikidataQ62046649 ScholiaQ62046649MaRDI QIDQ2947183

Vladimir Vovk

Publication date: 22 September 2015

Published in: Fields of Logic and Computation II (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06254

zbMATH Keywords

probabilistic predictionmixabilitypredictive complexityalgorithmic theory of randomnesspredictive randomnessproper loss functions

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30) Algorithmic randomness and dimension (03D32)

Cites Work

• Impugning randomness, convincingly
• A game of prediction with expert advice
• Introduction to Ray Solomonoff 85th Memorial Conference
• Measures of Complexity
• Sequential prediction of individual sequences under general loss functions
• Algorithmic Learning Theory
• Probability theory for the Brier game

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