𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Supermartingales in prediction with expert advice

✍ Scribed by Alexey Chernov; Yuri Kalnishkan; Fedor Zhdanov; Vladimir Vovk


Book ID
108281632
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
618 KB
Volume
411
Category
Article
ISSN
0304-3975

No coin nor oath required. For personal study only.


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We consider the following problem. At each point of discrete time the learner must make a prediction; he is given the predictions made by a pool of experts. Each prediction and the outcome, which is disclosed after the learner has made his prediction, determine the incurred loss. It is known that, u

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