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10/01/2020
Universal time-series forecasting with mixture predictors
This book is devoted to the problem of sequential probability forecastin...
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06/26/2019
Clustering piecewise stationary processes
The problem of time-series clustering is considered in the case where ea...
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03/30/2019
Asymptotic nonparametric statistical analysis of stationary time series
Stationarity is a very general, qualitative assumption, that can be asse...
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12/20/2018
Finite-time optimality of Bayesian predictors
The problem of sequential probability forecasting is considered in the m...
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08/10/2017
Hypotheses testing on infinite random graphs
Drawing on some recent results that provide the formalism necessary to d...
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03/20/2017
Independence clustering (without a matrix)
The independence clustering problem is considered in the following formu...
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10/26/2016
Things Bayes can't do
The problem of forecasting conditional probabilities of the next event g...
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08/09/2014
Characterizing predictable classes of processes
The problem is sequence prediction in the following setting. A sequence ...
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04/17/2013
Unsupervised model-free representation learning
Numerous control and learning problems face the situation where sequence...
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02/14/2013
A consistent clustering-based approach to estimating the number of change-points in highly dependent time-series
The problem of change-point estimation is considered under a general fra...
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10/22/2012
Reducing statistical time-series problems to binary classification
We show how binary classification methods developed to work on i.i.d. da...
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09/12/2012
Regret Bounds for Restless Markov Bandits
We consider the restless Markov bandit problem, in which the state of ea...
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03/07/2012
Multiple Change Point Estimation in Stationary Ergodic Time Series
Given a heterogeneous time-series sample, the objective is to find point...
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12/24/2009
On Finding Predictors for Arbitrary Families of Processes
The problem is sequence prediction in the following setting. A sequence ...
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09/05/2007
Using Data Compressors to Construct Rank Tests
Nonparametric rank tests for homogeneity and component independence are ...
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07/18/2005