Supermartingales in prediction with expert advice

DOI10.1016/j.tcs.2010.04.003zbMath1208.60037OpenAlexW4213059825WikidataQ62046699 ScholiaQ62046699MaRDI QIDQ982635

Yuri Kalnishkan, Fedor Zhdanov, Alexei Chernov, Vladimir Vovk

Publication date: 7 July 2010

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2010.04.003

zbMATH Keywords

prediction with expert adviceaggregating algorithmdefensive forecasting algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Martingales with discrete parameter (60G42) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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