1 citations · 1 across the 2 of their papers we have counts for
4 papers
Asymptotically optimal strategies for online prediction with history-dependent experts
Jeff Calder, Nadejda Drenska
We establish sharp asymptotically optimal strategies for the problem of online prediction with history dependent experts. The prediction problem is played (in part) over a discrete…
Online Prediction With History-Dependent Experts: The General Case
Nadejda Drenska, Jeff Calder
We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequ…
A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History-Dependent Experts
Nadejda Drenska, Robert V. Kohn
The prediction of a binary sequence is a classic example of online machine learning. We like to call it the 'stock prediction problem,' viewing the sequence as the price history of…
Prediction with Expert Advice: a PDE Perspective
Nadejda Drenska, Robert V. Kohn
This work addresses a classic problem of online prediction with expert advice. We assume an adversarial opponent, and we consider both the finite-horizon and random-stopping versio…