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cs.LG2013★ 181 cited
A Novel Family of Adaptive Filtering Algorithms Based on The Logarithmic Cost
Muhammed O. Sayin, N. Denizcan Vanli, Suleyman S. Kozat
We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost. The new family intrinsically combines the higher and lower order measures of the…
cs.LG2013
A Unified Approach to Universal Prediction: Generalized Upper and Lower Bounds
N. Denizcan Vanli, Suleyman S. Kozat
We study sequential prediction of real-valued, arbitrary and unknown sequences under the squared error loss as well as the best parametric predictor out of a large, continuous clas…