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Adaptive model selection using empirical complexities
Lugosi, Gábor; Nobel, Andrew B. - 1998
Persistent link: https://www.econbiz.de/10000992749
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Strategies for prediction under imperfect monitoring
Lugosi, Gábor; Mannor, Shie; Stoltz, Gilles - In: Mathematics of operations research 33 (2008) 3, pp. 513-528
Persistent link: https://www.econbiz.de/10003766292
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Nonparametric kernel-based sequential investment strategies
Györfi, László; Lugosi, Gábor; Udina, Frederic - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 337-357
Persistent link: https://www.econbiz.de/10003325975
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Global Nash convergence of Foster and Young's regret testing
Germano, Fabrizio; Lugosi, Gábor - In: Games and economic behavior 60 (2007) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10003496545
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Regret in online combinatorial optimization
Audibert, Jean-Yves; Bubeck, Sébastien; Lugosi, Gábor - In: Mathematics of operations research 39 (2014) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10010345228
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A sharp concentration inequality with applications
Boucheron, Stéphane; Lugosi, Gábor; Massart, Pascal - 1999
Persistent link: https://www.econbiz.de/10001372045
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Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.; Lugosi, Gábor - 1999
Persistent link: https://www.econbiz.de/10001425335
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Strategies for sequential prediction of stationary time series
Györfi, László (contributor); Lugosi, Gábor (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627280
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A note on robust detection
Devroye, Luc; Györfi, László; Lugosi, Gábor - 2000
Persistent link: https://www.econbiz.de/10001511670
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Model selection and error estimation
Bartlett, Peter L.; Boucheron, Stéphane; Lugosi, Gábor - 2000
Persistent link: https://www.econbiz.de/10001511673