Chernov, Alexey and Vovk, Vladimir (2010) Prediction with Advice of Unknown Number of Experts.
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In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the NormalHedge bound, which mainly depends on the effective number of experts and also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the defensive forecasting method and introduce an application of defensive forecasting to multivalued supermartingales.
This is a Submitted version This version's date is: 2/6/2010 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/f8c60bba-d858-7914-dcd0-5ccbdc7b898d/6/
Deposited by Research Information System (atira) on 03-Jul-2014 in Royal Holloway Research Online.Last modified on 03-Jul-2014
22 pages; draft version