Competing with stationary prediction strategies [article]

Vladimir Vovk
2006 arXiv   pre-print
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
more » ... r only stationary strategies even for highly non-stationary environments.
arXiv:cs/0607067v1 fatcat:pyc3qttozbeanflsmfriht5oqe