7.7k citations · 24.5k across the 60 of their papers we have counts for
1 paper · 2 filters
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…