16 citations · 29 across the 3 of their papers we have counts for
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math.ST2008★ 16 cited
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
Tim van Erven, Peter Grunwald, Steven de Rooij
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates og convergence than other me…
cs.LG2008★ 10 cited
Combining Expert Advice Efficiently
Wouter Koolen, Steven de Rooij
We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently…