arxiv
PublishedApril 24, 2026 at 4:00 AM
—neutral
Cover meets Robbins while Betting on Bounded Data: $\ln n$ Regret and Almost Sure $\ln\ln n$ Regret
Publisher summary· verbatim
arXiv:2604.20172v1 Announce Type: new Abstract: Consider betting against a sequence of data in $[0,1]$, where one is allowed to make any bet that is fair if the data have a conditional mean $m_0 \in (0,1)$. Cover's universal portfolio algorithm delivers a worst-case regret of $O(\ln n)$ compared to
Discussion
No replies yet. Be first.
Originally published on arxiv ↗