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math.ST2023
Local Risk Bounds for Statistical Aggregation
Jaouad Mourtada, Tomas Vaškevičius, Nikita Zhivotovskiy
In the problem of aggregation, the aim is to combine a given class of base predictors to achieve predictions nearly as accurate as the best one. In this flexible framework, no assu…
cs.IT2023
Universal coding, intrinsic volumes, and metric complexity
Jaouad Mourtada
We study sequential probability assignment in the Gaussian setting, where the goal is to predict, or equivalently compress, a sequence of real-valued observations almost as well as…