Continuous and randomized defensive forecasting: unified view

Vovk, Vladimir

(2007)

Vovk, Vladimir (2007) Continuous and randomized defensive forecasting: unified view.

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Abstract

Defensive forecasting is a method of transforming laws of probability (stated in game-theoretic terms as strategies for Sceptic) into forecasting algorithms.There are two known varieties of defensive forecasting: "continuous", in which Sceptic's moves are assumed to depend on the forecasts in a (semi)continuous manner and which produces deterministic forecasts, and "randomized", in which the dependence of Sceptic's moves on the forecasts is arbitrary and Forecaster's moves are allowed to be randomized. This note shows that the randomized variety can be obtained from the continuous variety by smearing Sceptic's moves to make them continuous.

Information about this Version

This is a Submitted version
This version's date is: 17/8/2007
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/641e5353-4bd9-36c4-7260-caebf0a8a52e/4/

Item TypeMonograph (Working Paper)
TitleContinuous and randomized defensive forecasting: unified view
AuthorsVovk, Vladimir
Uncontrolled Keywordscs.LG
DepartmentsFaculty of Science\Computer Science

Identifiers

Deposited by Research Information System (atira) on 03-Jul-2014 in Royal Holloway Research Online.Last modified on 03-Jul-2014

Notes

10 pages


Details