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We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss.
A generalized inverse for matrices
Roger Penrose · 1955
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Detection, Estimation and Modulation Theory
Harry L. Van Trees · 1968
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Prediction in the worst case
Dean P. Foster · 1991
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Applications of the van Trees inequality: a Bayesian Cramér-Rao bound
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The minimax strategy for Gaussian density estimation
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Relative loss bounds for on-line density estimation with the exponential family of distributions
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Wojciech Kotłowski, Wouter M. Koolen, and Alan Malek · 2017
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Horizon-independent minimax linear regression
Alan Malek and Peter L. Bartlett · 2018
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