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CORR
2010
Springer
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13 years 11 months ago
Prequential Plug-In Codes that Achieve Optimal Redundancy Rates even if the Model is Wrong
We analyse the prequential plug-in codes relative to one-parameter exponential families M. We show that if data are sampled i.i.d. from some distribution outside M, then the redund...
Peter Grünwald, Wojciech Kotlowski