Malicious Experts Versus the Multiplicative Weights Algorithm in Online Prediction

DOI10.1109/TIT.2020.3025866zbMath1473.93010arXiv2003.08457OpenAlexW3089242226MaRDI QIDQ5151731

H. Vincent Poor, Erhan Bayraktar, Xin Zhang

Publication date: 22 February 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.08457

zbMATH Keywords

prediction problemmultiplicative weights algorithmmalicious expertstwo experts and a forecaster

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Optimal stochastic control (93E20) Statistical aspects of information-theoretic topics (62B10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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