Seldin et al., 2012 - Google Patents
PAC-Bayesian inequalities for martingalesSeldin et al., 2012
View PDF- Document ID
- 5490832325475305794
- Author
- Seldin Y
- Laviolette F
- Cesa-Bianchi N
- Shawe-Taylor J
- Auer P
- Publication year
- Publication venue
- IEEE Transactions on Information Theory
External Links
Snippet
We present a set of high-probability inequalities that control the concentration of weighted averages of multiple (possibly uncountably many) simultaneously evolving and interdependent martingales. Our results extend the PAC-Bayesian (probably approximately …
- 238000004458 analytical method 0 abstract description 9
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