Regret-Optimal Filtering

Oron Sabag, Babak Hassibi. Regret-Optimal Filtering. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 2629-2637, PMLR, 2021. [doi]

@inproceedings{SabagH21,
  title = {Regret-Optimal Filtering},
  author = {Oron Sabag and Babak Hassibi},
  year = {2021},
  url = {http://proceedings.mlr.press/v130/sabag21a.html},
  researchr = {https://researchr.org/publication/SabagH21},
  cites = {0},
  citedby = {0},
  pages = {2629-2637},
  booktitle = {The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event},
  editor = {Arindam Banerjee 0001 and Kenji Fukumizu},
  volume = {130},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}