The problem of optimal sequential decision for individual sequences, relative to a class of competing o -line reference strategies, is studied for general loss functions with memo...
Neri Merhav, Erik Ordentlich, Gadiel Seroussi, Mar...
Abstract— We consider adaptive sequential prediction of arbitrary binary sequences when the performance is evaluated using a general loss function. The goal is to predict on each...
: Since modern programmable devices contain embedded memory blocks, there exists a possibility to implement Finite State Machines (FSM) using such blocks. The size of the memory av...
Abstract--In this paper, we consider a competitive approach to sequential decision problems, suitable for a variety of signal processing applications where at each of a succession ...
We are concerned with the problem of sequential prediction using a givenhypothesis class of continuously-manyprediction strategies. An eectiveperformance measure is the minimax re...