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Found 10 papers, 0 papers with code
Prediction of Locally Stationary Data Using Expert Advice
The problem of continuous machine learning is studied.
Online Aggregation of Probability Forecasts with Confidence
In this paper the problem of combining probabilistic forecasts is considered in the PEA framework.
Integral Mixability: a Tool for Efficient Online Aggregation of Functional and Probabilistic Forecasts
In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts.
Adaptive Hedging under Delayed Feedback
The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback.
Online Learning with Continuous Ranked Probability Score
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields of statistical science.
Online Aggregation of Unbounded Losses Using Shifting Experts with Confidence
We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts.
Aggregating Strategies for Long-term Forecasting
The first one is theoretically close to an optimal algorithm and is based on replication of independent copies.
Long-Term Online Smoothing Prediction Using Expert Advice
In the first one, at each step $t$ the learner has to combine the point forecasts of the experts issued for the time interval $[t+1, t+d]$ ahead.
Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem
We present a method for constructing the log-optimal portfolio using the well-calibrated forecasts of market values.
Universal Algorithm for Online Trading Based on the Method of Calibration
We present a universal algorithm for online trading in Stock Market which performs asymptotically at least as good as any stationary trading strategy that computes the investment at each step using a fixed function of the side information that belongs to a given RKHS (Reproducing Kernel Hilbert Space).
