On-line Prediction

Main.On-linePrediction History

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November 21, 2010, at 09:01 PM by Vovk - Added references to stochastic approaches to on-line prediction
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There are many variations of this basic protocol.

The main
topics in on-line prediction covered by this wiki are listed in the sidebar.  (This list will change to track changes in the coverage of various topics.)  Other important approaches to on-line prediction include
to:
There are many variations of this basic protocol. In particular, Nature can output observations with a delay, or there can be additional players.

Some of the
topics in on-line prediction covered by this wiki are listed in the sidebar.  (This list will change to track changes in the coverage of various topics.)  Other important approaches to on-line prediction include
Changed lines 10-13 from:
* [[Predictive complexity]]
to:
* [[Predictive complexity]] and [[on-line randomness]]
* [[Prequential statistics]]

Much of the work in on-line prediction does not assume that Nature chooses her moves stochastically.  An exception is [[Conformal Prediction]], where Nature is supposed to use an exchangeable probability measure (or another [[on-line compression model]]) as her stochastic strategy.  For more information on the work assuming a  stochastic Nature, see [[Stochastic Prediction]].
Changed lines 8-10 from:
The main topics in on-line prediction covered by this wiki are listed
in the sidebar.  Other important approaches to on-line prediction
include
to:
The main topics in on-line prediction covered by this wiki are listed in the sidebar.  (This list will change to track changes in the coverage of various topics.)  Other important approaches to on-line prediction include
April 20, 2008, at 02:16 PM by Glenn Shafer -
Changed lines 8-10 from:
These are some approaches to on-line prediction:
* [[Competitive On-line Prediction]]
* [[Conformal Prediction]]
to:
The main topics in on-line prediction covered by this wiki are listed
in the sidebar.  Other important approaches to on-line prediction
include
April 13, 2008, at 02:48 PM by Volodya Vovk -
Added lines 1-12:
On-line prediction refers to the problem of prediction in the on-line protocol:
* Nature outputs some ''side information''
* Predictor outputs a prediction
* Nature outputs an observation
* The cycle is repeated
There are many variations of this basic protocol.

These are some approaches to on-line prediction:
* [[Competitive On-line Prediction]]
* [[Conformal Prediction]]
* [[Inductive inference]]
* [[Predictive complexity]]