7.7k citations · 7.8k across the 9 of their papers we have counts for
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stat.ML2011★ 13 cited
Adapting to Non-stationarity with Growing Expert Ensembles
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Kristina Lisa Klinkner +1
When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectati…
stat.ML2011★ 7 cited
Generalization error bounds for stationary autoregressive models
Daniel J. McDonald, Cosma Rohilla Shalizi, Mark Schervish
We derive generalization error bounds for stationary univariate autoregressive (AR) models. We show that imposing stationarity is enough to control the Gaussian complexity without…