Stochastics and Statistics Seminar Series Jaouad Mourtada
Coding convex bodies under Gaussian noise, and the Wills functional
Abstract: We consider the problem of sequential probability assignment in the Gaussian setting, where one aims to predict (or equivalently compress) a sequence of real-valued observations almost as well as the best Gaussian distribution with mean constrained to a general domain. First, in the case of a convex constraint set K, we express the hardness…
