Blackwell Prediction for Categorical Data
Statistics Theory
2011-02-15 v1 Statistics Theory
Abstract
We study the problem of sequential prediction of categorical data and discuss a generalisation of Blackwell's algorithm on 0-1 data. The arguments are based on Blackwell's approachability results given in Blackwell, D. (1956): An Analog of the Minimax Theorem for Vector Payoffs, Pacific Journal of Mathematics, 6, 1-8.
Cite
@article{arxiv.1102.2729,
title = {Blackwell Prediction for Categorical Data},
author = {Hans Rudolf Lerche},
journal= {arXiv preprint arXiv:1102.2729},
year = {2011}
}