Referenced Items are not available for this document.
We investigate a prediction scenario in which the predictor is forced to make a decision a number of steps in advance, with incomplete information. For finite action and observation spaces, it is shown that the strategy that minimizes the worst-case regret with respect to the Bayes envelope is obtained through sub-sampling of the sequence of observations. The result extends to the case of logarithmic loss.
Published in:
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Date of Conference: 2002
- Print ISBN:
- 0-7803-7501-7
- INSPEC Accession Number:
- 7624876
- Digital Object Identifier :
- 10.1109/ISIT.2002.1023420
- Product Type:
- Conference Publications
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