Tight concentrations and confidence sequences from the regret of universal portfolio
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Publication:6575637
DOI10.1109/tit.2023.3330187zbMATH Open1547.62069MaRDI QIDQ6575637
Kwang-Sung Jun, Francesco Orabona
Publication date: 21 July 2024
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
implicit time-uniform concentration inequalities for bounded random variablesonline learning problem of bettingregret guarantees of universal portfolio algorithms
Computational methods for problems pertaining to statistics (62-08) Nonparametric tolerance and confidence regions (62G15)
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