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Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families.
Peter L. Bartlett
Peter Grünwald
Peter Harremoës
Fares Hedayati
Wojciech Kotlowski
Published in:
COLT (2013)
Keyphrases
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exponential family
dynamic programming
closed form
data sets
bayesian networks
data streams
motion estimation
mutual information
log likelihood