Vovk, Vladimir (2006) Competing with stationary prediction strategies.
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In this paper we introduce the class of stationary prediction strategies and construct a prediction algorithm that asymptotically performs as well as the best continuous stationary strategy. We make mild compactness assumptions but no stochastic assumptions about the environment. In particular, no assumption of stationarity is made about the environment, and the stationarity of the considered strategies only means that they do not depend explicitly on time; we argue that it is natural to consider only stationary strategies even for highly non-stationary environments.
This is a Submitted version This version's date is: 13/7/2006 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/67bce935-5ee5-2533-bff5-864bccae2aa9/6/
Deposited by Research Information System (atira) on 22-Jul-2014 in Royal Holloway Research Online.Last modified on 22-Jul-2014
20 pages