Blackwell Prediction for Categorical Data

Details Blackwell Prediction for Categorical Data Blackwell Prediction for Categorical Data

2011-02-14

arxiv.org/abs/1102.2729v1

Mathematics

Statistics Theory

Scientific paper

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.

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