8 citations · 18 across the 9 of their papers we have counts for
Showing 2022 · cs.ITShow all
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cs.IT2022★ 1 cited
An Information-Theoretic Proof of the Kac--Bernstein Theorem
J. Jon Ryu, Young-Han Kim
A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables and , if and a…
cs.IT2022
On Universal Portfolios with Continuous Side Information
Alankrita Bhatt, J. Jon Ryu, Young-Han Kim
A new portfolio selection strategy that adapts to a continuous side-information sequence is presented, with a universal wealth guarantee against a class of state-constant rebalance…
cs.IT2022★ 1 cited
Parameter-free Online Linear Optimization with Side Information via Universal Coin Betting
J. Jon Ryu, Alankrita Bhatt, Young-Han Kim
A class of parameter-free online linear optimization algorithms is proposed that harnesses the structure of an adversarial sequence by adapting to some side information. These algo…