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Blackwell Prediction for Categorical Data (1102.2729v1)
Published 14 Feb 2011 in math.ST and stat.TH
Abstract: 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.