Tight Concentrations and Confidence Sequences From the Regret of Universal Portfolio.

Francesco Orabona Kwang-Sung Jun

Published in: IEEE Trans. Inf. Theory (2024)

Keyphrases

lower bound
worst case
upper bound
sequential patterns
hidden markov models
loss function
high confidence
neural network
online learning
confidence level
portfolio management
optimal solution
confidence measure
pairwise
sequence analysis
long sequences