Vovk, Vladimir and Zhdanov, Fedor (2007) Prediction with expert advice for the Brier game.
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We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these datasets, especially in the case of the more extensive tennis data.
This is a Submitted version This version's date is: 2/10/2007 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/679cad33-eb32-9fdb-277a-b2de68e0a2f9/7/
Deposited by Research Information System (atira) on 22-Jul-2014 in Royal Holloway Research Online.Last modified on 22-Jul-2014
34 pages, 22 figures, 2 tables. The conference version (8 pages) is published in the ICML 2008 Proceedings.