Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families

Peter L. Bartlett, Peter Grünwald, Peter Harremoës, Fares Hedayati, Wojciech Kotlowski. Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families. In Shai Shalev-Shwartz, Ingo Steinwart, editors, COLT 2013 - The 26th Annual Conference on Learning Theory, June 12-14, 2013, Princeton University, NJ, USA. Volume 30 of JMLR Proceedings, pages 639-661, JMLR.org, 2013. [doi]

@inproceedings{BartlettGHHK13,
  title = {Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families},
  author = {Peter L. Bartlett and Peter Grünwald and Peter Harremoës and Fares Hedayati and Wojciech Kotlowski},
  year = {2013},
  url = {http://jmlr.org/proceedings/papers/v30/Bartlett13.html},
  researchr = {https://researchr.org/publication/BartlettGHHK13},
  cites = {0},
  citedby = {0},
  pages = {639-661},
  booktitle = {COLT 2013 - The 26th Annual Conference on Learning Theory, June 12-14, 2013, Princeton University, NJ, USA},
  editor = {Shai Shalev-Shwartz and Ingo Steinwart},
  volume = {30},
  series = {JMLR Proceedings},
  publisher = {JMLR.org},
}