9 citations · 32 across the 19 of their papers we have counts for
22 papers
Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss
Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev
We consider the problem of online aggregation of expert predictions with the quadratic loss function. We propose an algorithm for aggregating expert predictions which does not requ…
Prediction of Locally Stationary Data Using Expert Advice
Vladimir V'yugin, Vladimir Trunov
The problem of continuous machine learning is studied. Within the framework of the game-theoretic approach, when for calculating the next forecast, no assumptions about the stochas…
Ergodic theorems for algorithmically random points
Vladimir V. V'yugin
This paper is a survey of applications of the theory of algorithmic randomness to ergodic theory. We establish various degrees of constructivity for asymptotic laws of probability…
Online Aggregation of Probability Forecasts with Confidence
Vladimir V'yugin, Vladimir Trunov
The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depe…
Degrees of randomized computability: decomposition into atoms
Vladimir V. V'yugin
In this paper we study structural properties of LV-degrees of the algebra of collections of sequences that are non-negligible in the sense that they can be computed by a probabilis…
Mixability of Integral Losses: a Key to Efficient Online Aggregation of Functional and Probabilistic Forecasts
Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev
In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, an…