8 citations · 17 across the 8 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
Minimax Optimal Algorithms with Fixed--Nearest Neighbors
J. Jon Ryu, Young-Han Kim
This paper presents how to perform minimax optimal classification, regression, and density estimation based on fixed- nearest neighbor (NN) searches. We consider a distributed l…