We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
Andrew C. Singer, Suleyman Serdar Kozat, Meir Fede...
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...
We study the properties of embeddings, multicommodity flows, and sparse cuts in minor-closed families of graphs which are also closed under 2-sums; this includes planar graphs, g...
Amit Chakrabarti, Alexander Jaffe, James R. Lee, J...
Abstract— The paper deals with estimating transfer functions of stable linear time-invariant systems under stochastic assumptions. We adopt a nonparametric minimax approach for m...