18 citations · 20 across the 3 of their papers we have counts for
4 papers
Competitive on-line learning with a convex loss function
Vladimir Vovk
We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line l…
Defensive forecasting for linear protocols
Vladimir Vovk, Ilia Nouretdinov, Akimichi Takemura +1
We consider a general class of forecasting protocols, called "linear protocols", and discuss several important special cases, including multi-class forecasting. Forecasting is form…
Non-asymptotic calibration and resolution
Vladimir Vovk
We analyze a new algorithm for probability forecasting of binary observations on the basis of the available data, without making any assumptions about the way the observations are…
Defensive forecasting
Vladimir Vovk, Akimichi Takemura, Glenn Shafer
We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between th…