3 citations · 8 across the 7 of their papers we have counts for
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math.PR2022
On Confidence Sequences for Bounded Random Processes via Universal Gambling Strategies
J. Jon Ryu, Alankrita Bhatt
This paper considers the problem of constructing a confidence sequence, which is a sequence of confidence intervals that hold uniformly over time, for estimating the mean of bounde…
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…