3 citations · 4 across the 4 of their papers we have counts for
4 papers · 1 filter
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…
Sequential prediction under log-loss with side information
Alankrita Bhatt, Young-Han Kim
The problem of online prediction with sequential side information under logarithmic loss is studied, and general upper and lower bounds on the minimax regret incurred by the predic…
Information-Distilling Quantizers
Alankrita Bhatt, Bobak Nazer, Or Ordentlich +1
Let and be dependent random variables. This paper considers the problem of designing a scalar quantizer for to maximize the mutual information between the quantizer's o…