论文标题

预测最终几乎可以保证

Prediction with eventual almost sure guarantees

论文作者

Wu, Changlong, Santhanam, Narayana

论文摘要

We study the problem of sequentially predicting properties of a probabilistic model and its next outcome over an infinite horizo​​n, with the goal of ensuring that the predictions incur only finitely many errors with probability 1. We introduce a general framework that models such prediction problems, provide general characterizations for the existence of successful prediction rules, and demonstrate the application of these characterizations through several concrete problem setups, including hypothesis testing, online learning, and risk统治。特别是,我们的特征使我们能够通过简单而基本的证据恢复Dembo和Peres(1994)的发现,并为其中提出的开放问题提供部分解决方案。

We study the problem of sequentially predicting properties of a probabilistic model and its next outcome over an infinite horizon, with the goal of ensuring that the predictions incur only finitely many errors with probability 1. We introduce a general framework that models such prediction problems, provide general characterizations for the existence of successful prediction rules, and demonstrate the application of these characterizations through several concrete problem setups, including hypothesis testing, online learning, and risk domination. In particular, our characterizations allow us to recover the findings of Dembo and Peres (1994) with simple and elementary proofs, and offer a partial resolution to an open problem posed therein.

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