Vovk, Vladimir (2006) Competing with Markov prediction strategies.
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Assuming that the loss function is convex in the prediction, we construct a prediction strategy universal for the class of Markov prediction strategies, not necessarily continuous. Allowing randomization, we remove the requirement of convexity.
This is a Submitted version This version's date is: 28/7/2006 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/17f092b1-722c-52e6-5433-3f74c1635f2c/4/
Deposited by Research Information System (atira) on 03-Jul-2014 in Royal Holloway Research Online.Last modified on 03-Jul-2014
Also published in the COLT 2006 proceedings