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A classic problem in statistics is the estimation of the expectation of random variables from samples.
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Efficient algorithms for universal portfolios
A. T. Kalai and S. Vempala · 2002
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Uniform test of algorithmic randomness over a general space
P. Gács · 2005
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Elements of information theory
T. M. Cover and Joy A. Thomas · 2006
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Exponential inequalities for martingales with applications
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Coin betting and parameter-free online learning
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On equivalence of martingale tail bounds and deterministic regret inequalities
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Black-box reductions for parameter-free online learning in Banach spaces
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Test martingales for bounded random variables
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Online portfolio selection: principles and algorithms
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P. Grünwald, R. de Heide, and W. M. Koolen · 2019
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Parameter-free online convex optimization with sub-exponential noise
K.-S. Jun and F. Orabona · 2019
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A modern introduction to online learning
F. Orabona · 2019
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Game-Theoretic Foundations for Probability and Finance , volume 455
G. Shafer and V. Vovk · 2019
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User-specified local differential privacy in unconstrained adaptive online learning
D. van der Hoeven · 2019
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Lipschitz and comparator-norm adaptivity in online learning
Z. Mhammedi and W. M Koolen · 2020
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Time-uniform, nonparametric, nonasymptotic confidence sequences
S. R. Howard, A. Ramdas, J. McAuliffe, and J. Sekhon · 2021
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Towards practical mean bounds for small samples
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Testing by betting: A strategy for statistical and scientific communication
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Estimating means of bounded random variables by betting
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