Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi [2307.16895] Conformal PID Control for Time Series Prediction 2025-09-04T13:51:30+00:00 https://arxiv.org/abs/2307.16895 cshalizi to:NB conformal_prediction time_series prediction tibshirani.ryan re:growing_ensemble_project have_skimmed https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2a99b91467ae/ Metainduction over Unboundedly Many Prediction Methods: A Reply to Arnold and Sterkenburg | Philosophy of Science: Vol 88, No 2 2021-04-09T17:43:27+00:00 https://www.journals.uchicago.edu/doi/abs/10.1086/711587 cshalizi to:NB to_read re:growing_ensemble_project induction philosophy_of_science https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8581082149a2/ [1910.10873] Minimax Regret of Switching-Constrained Online Convex Optimization: No Phase Transition 2019-11-10T22:27:12+00:00 https://arxiv.org/abs/1910.10873 cshalizi2 to be Θ̃ (TK√)."]]> to:NB low-regret_learning non-stationarity re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:076a53edd186/ [1909.05442] Nonstationary Nonparametric Online Learning: Balancing Dynamic Regret and Model Parsimony 2019-10-29T21:56:45+00:00 https://arxiv.org/abs/1909.05442 cshalizi to:NB non-stationarity time_series online_learning statistics re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:20b6b272a1d4/ [1909.02187] More Adaptive Algorithms for Tracking the Best Expert 2019-09-10T16:37:08+00:00 https://arxiv.org/abs/1909.02187 cshalizi to:NB online_learning low-regret_learning re:growing_ensemble_project to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4d09227a4513/ Vogt , Dette : Detecting gradual changes in locally stationary processes 2015-03-30T00:39:04+00:00 http://projecteuclid.org/euclid.aos/1425398506 cshalizi to_read non-stationarity re:growing_ensemble_project time_series statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6c6fe391a75c/ [1502.05934] Achieving All with No Parameters: Adaptive NormalHedge 2015-03-02T13:17:27+00:00 http://arxiv.org/abs/1502.05934 cshalizi to:NB to_read learning_theory low-regret_learning re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0bbf76ee203c/ [1409.3040] Towards Optimal Algorithms for Prediction with Expert Advice 2014-09-11T14:49:29+00:00 http://arxiv.org/abs/1409.3040 cshalizi to_read low-regret_learning prediction minimax learning_theory re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:11e0011f5dd8/ Recency, consistent learning, and Nash equilibrium 2014-07-29T15:03:39+00:00 http://www.pnas.org/content/111/Supplement_3/10826.abstract.html?etoc cshalizi learning_in_games game_theory bounded_rationality non-stationarity re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d9520c5d957d/ Unpredictability in economic analysis, econometric modeling and forecasting 2014-06-27T20:32:21+00:00 http://www.sciencedirect.com/science/article/pii/S0304407614000761 cshalizi to:NB prediction non-stationarity econometrics statistics re:your_favorite_dsge_sucks re:growing_ensemble_project to_read via:djm1107 https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7c82985eb9c0/ [1405.6076] Online Linear Optimization via Smoothing 2014-06-04T12:39:13+00:00 http://arxiv.org/abs/1405.6076 cshalizi to:NB optimization smoothing low-regret_learning re:growing_ensemble_project tewari.ambuj via:mraginsky https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9b6c44b72573/ Regret bounded by gradual variation for online convex optimization - Machine Learning 2014-04-07T12:12:40+00:00 http://link.springer.com/article/10.1007/s10994-013-5418-8 cshalizi to_read learning_theory low-regret_learning individual_sequence_prediction optimization re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:63c75a023a08/ [1403.3808] Detecting Gradual Changes in Locally Stationary Processes 2014-03-22T19:26:38+00:00 http://arxiv.org/abs/1403.3808 cshalizi change-point_problem non-stationarity time_series statistics re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d46ab7c9133b/ [1312.1277] Bandits and Experts in Metric Spaces 2014-01-02T17:56:44+00:00 http://arxiv.org/abs/1312.1277 cshalizi to:NB low-regret_learning bandit_problems optimization decision_theory re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1b8cc839aa66/ [1310.4678] Detecting smooth changes in locally stationary processes 2013-10-23T19:50:24+00:00 http://arxiv.org/abs/1310.4678 cshalizi non-stationarity time_series statistics re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7ba82472aa34/ [1307.8187] Online Learning with Unknown Time Horizon 2013-09-03T13:21:35+00:00 http://arxiv.org/abs/1307.8187 cshalizi re:growing_ensemble_project online_learning low-regret_learning machine_learning learning_theory to_read schapire.robert_e. in_NB entableted https://pinboard.in/ https://pinboard.in/u:cshalizi/b:76c3b8b1ad09/ [1307.5449] Non-stationary Stochastic Optimization 2013-07-26T23:55:27+00:00 http://arxiv.org/abs/1307.5449 cshalizi to_read optimization low-regret_learning re:growing_ensemble_project non-stationarity machine_learning in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5a8c89b70f44/ [1307.5944] Online Optimization in Dynamic Environments 2013-07-24T12:19:05+00:00 http://arxiv.org/abs/1307.5944 cshalizi low-regret_learning non-stationarity time_series prediction individual_sequence_prediction heard_the_talk re:growing_ensemble_project have_read in_NB willett.rebecca_m. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:cee6cdfb34f9/ Taylor & Francis Online :: Heteroscedasticity and Autocorrelation Robust Structural Change Detection - Journal of the American Statistical Association - Volume 108, Issue 502 2013-07-03T16:36:41+00:00 http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.787184#.UdRPhxbPUlM cshalizi to:NB change-point_problem time_series bootstrap non-stationarity re:growing_ensemble_project statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2992583a29ae/ Regret Minimization for Branching Experts 2013-05-25T13:41:51+00:00 http://jmlr.org/proceedings/papers/v30/Gofer13.html cshalizi to_read low-regret_learning machine_learning bandit_problems re:growing_ensemble_project cesa-bianchi.nicolo in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6a6d53de54af/ [1304.3708] Advice-Efficient Prediction with Expert Advice 2013-04-23T18:11:18+00:00 http://arxiv.org/abs/1304.3708 cshalizi low-regret_learning individual_sequence_prediction re:growing_ensemble_project in_NB bartlett.peter_l. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f69f84a4e327/ [1302.2672] Competing With Strategies 2013-03-06T15:30:46+00:00 http://arxiv.org/abs/1302.2672 cshalizi low-regret_learning game_theory rakhlin.alexander re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b4230d85278b/ [1303.0140] Second-Order Non-Stationary Online Learning for Regression 2013-03-04T01:58:28+00:00 http://arxiv.org/abs/1303.0140 cshalizi to_read non-stationarity low-regret_learning time_series machine_learning re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:533ccaa7cb2b/ [1302.6927] Online Learning for Time Series Prediction 2013-02-28T03:44:06+00:00 http://arxiv.org/abs/1302.6927 cshalizi to_read re:growing_ensemble_project time_series low-regret_learning in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d350b288d013/ Vogt : Nonparametric regression for locally stationary time series 2013-02-18T19:06:33+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1359987532 cshalizi to:NB regression nonparametrics non-stationarity statistics time_series re:growing_ensemble_project to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1661b57a1be4/ Zhao , Li : Inference for modulated stationary processes 2013-01-20T21:25:52+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1358531747 cshalizi to:NB to_read time_series statistics non-stationarity change-point_problem re:your_favorite_dsge_sucks re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5b844735a73f/ [1301.1254] Dynamical Models and Tracking Regret in Online Convex Programming 2013-01-09T00:47:43+00:00 http://arxiv.org/abs/1301.1254 cshalizi low-regret_learning optimization re:growing_ensemble_project have_read in_NB willett.rebecca_m. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d46c02a3c7c3/ [1301.0534] Follow the Leader If You Can, Hedge If You Must 2013-01-07T23:07:12+00:00 http://arxiv.org/abs/1301.0534 cshalizi to_read individual_sequence_prediction low-regret_learning learning_theory re:growing_ensemble_project grunwald.peter in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:46c837991e65/ TRACKING CLIMATE MODELS 2012-11-19T23:36:13+00:00 http://faculty.cs.gwu.edu/~cmontel/mssa11.pdf cshalizi re:growing_ensemble_project non-stationarity time_series climate_change statistics individual_sequence_prediction monteleoni.claire in_NB have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6c35cd76ad26/ Predicting a Scientific Community’s Response to an Article 2012-10-08T21:47:40+00:00 http://www.cs.cmu.edu/~dyogatam/Home_files/yogatama+etal.emnlp11.pdf cshalizi to:NB non-stationarity prediction text_mining bibliometry smith.noah to_teach:data-mining re:growing_ensemble_project regression o'connor.brendan https://pinboard.in/ https://pinboard.in/u:cshalizi/b:935dd2cb9577/ [1207.1965] Forecasting electricity consumption by aggregating specialized experts 2012-07-10T10:31:56+00:00 http://arxiv.org/abs/1207.1965 cshalizi have_read individual_sequence_prediction online_learning mixture_models machine_learning prediction re:growing_ensemble_project in_NB to:blog https://pinboard.in/ https://pinboard.in/u:cshalizi/b:aeab63e18d74/ [1206.6814] An Empirical Comparison of Algorithms for Aggregating Expert Predictions 2012-07-02T18:17:42+00:00 http://arxiv.org/abs/1206.6814 cshalizi to:NB ensemble_methods machine_learning re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:30384d9f628c/ [1206.4604] Learning the Experts for Online Sequence Prediction 2012-06-23T13:45:07+00:00 http://arxiv.org/abs/1206.4604 cshalizi to_read re:growing_ensemble_project individual_sequence_prediction machine_learning time_series online_learning in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8e7e455d30c4/ Interior-Point Methods for Full-Information and Bandit Online Learning 2012-06-12T22:03:59+00:00 http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6191328 cshalizi to:NB individual_sequence_prediction optimization machine_learning rakhlin.sasha re:growing_ensemble_project bandit_problems https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0f20090d6199/ [1205.3845] Forecasting with Historical Data or Process Knowledge under Misspecification: A Comparison 2012-05-20T20:48:05+00:00 http://arxiv.org/abs/1205.3845 cshalizi to_read prediction time_series misspecification re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:694f865b7228/ Wang , Phillips : A specification test for nonlinear nonstationary models 2012-05-18T20:57:38+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1337268210 cshalizi time_series non-stationarity statistics misspecification model_checking in_NB re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:878a70280929/ [1202.3323] A new look at shifting regret 2012-02-29T18:16:29+00:00 http://arxiv.org/abs/1202.3323 cshalizi online_learning to_read individual_sequence_prediction non-stationarity re:growing_ensemble_project in_NB low-regret_learning have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ade1de531f10/ [0801.0327] Nonparametric sequential prediction of time series 2012-02-25T23:13:27+00:00 http://arxiv.org/abs/0801.0327 cshalizi time_series nonparametrics prediction statistics to_teach:undergrad-ADA re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:577bfd8f7476/ [math/0701419] Strategies for prediction under imperfect monitoring 2012-02-21T04:13:36+00:00 http://arxiv.org/abs/math/0701419 cshalizi to:NB prediction individual_sequence_prediction learning_in_games re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8a46f026681f/ [1202.4294] Prediction of quantiles by statistical learning and application to GDP forecasting 2012-02-21T03:43:03+00:00 http://arxiv.org/abs/1202.4294 cshalizi to_read prediction confidence_sets learning_theory re:your_favorite_dsge_sucks re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:711f1ae24c8f/ [1202.3079] Towards minimax policies for online linear optimization with bandit feedback 2012-02-15T13:24:07+00:00 http://arxiv.org/abs/1202.3079 cshalizi online_learning decision_theory optimization re:growing_ensemble_project cesa-bianchi.nicolo kakade.sham bubeck.sebastien in_NB bandit_problems https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d3172d33e293/ [1201.5568] Dynamic trees for streaming and massive data contexts 2012-01-28T16:52:06+00:00 http://arxiv.org/abs/1201.5568 cshalizi to:NB machine_learning non-stationarity statistics data_mining to_read re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ddf28bc950ae/ [1111.6337] Regret Bound by Variation for Online Convex Optimization 2011-12-01T14:04:08+00:00 http://arxiv.org/abs/1111.6337 cshalizi to_read re:growing_ensemble_project learning_theory individual_sequence_prediction in_NB bandit_problems https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2dacf3479f48/ [1110.6416] Adaptive Hedge 2011-10-31T01:35:45+00:00 http://arxiv.org/abs/1110.6416 cshalizi to_read re:growing_ensemble_project online_learning prediction grunwald.peter low-regret_learning in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5a4a6e4a2df0/ [1110.2755] Efficient Tracking of Large Classes of Experts 2011-10-13T12:35:00+00:00 http://arxiv.org/abs/1110.2755 cshalizi0$, and only $O(log n)$ times larger than the optimal order for $gamma=0$ for all typical regret bound types we examined. For example, for predicting binary sequences with switching parameters, our method achieves the optimal $O(log n)$ regret rate with time complexity $O(n^{1+gamma}log n)$ for any $gammain (0,1)$."]]> to_read re:growing_ensemble_project learning_theory individual_sequence_prediction lugosi.gabor in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:80aeab90a23a/ [1110.2529] The Generalization Ability of Online Algorithms for Dependent Data 2011-10-13T12:33:26+00:00 http://arxiv.org/abs/1110.2529 cshalizi learning_theory individual_sequence_prediction ergodic_theory mixing re:growing_ensemble_project re:XV_for_mixing stability_of_learning concentration_of_measure have_read re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0891bd9c9846/ Phys. Rev. E 84, 046702 (2011): Nonparametric segmentation of nonstationary time series 2011-10-12T15:46:30+00:00 http://pre.aps.org/abstract/PRE/v84/i4/e046702 cshalizi statistics change-point_problem time_series nonparametrics re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1bef9442e0c0/ [1103.0949] Adapting to Non-stationarity with Growing Expert Ensembles 2011-03-07T01:28:00+00:00 http://arxiv.org/abs/1103.0949 cshaliziself-promotion individual_sequence_prediction non-stationarity re:growing_ensemble_project ensemble_methods time_series to_teach:data_over_space_and_time https://pinboard.in/u:cshalizi/b:f2d8cecf5a2c/ Online Learning in Case of Unbounded Losses Using Follow the Perturbed Leader Algorithm 2011-02-04T07:36:05+00:00 http://jmlr.csail.mit.edu/papers/v12/vyugin11a.html cshaliziindividual_sequence_prediction online_learning learning_theory re:growing_ensemble_project in_NB low-regret_learning https://pinboard.in/u:cshalizi/b:cd208d1b9202/ Phys. Rev. E 82, 056206 (2010): Forecasting the evolution of nonlinear and nonstationary systems using recurrence-based local Gaussian process models 2010-11-22T21:48:28+00:00 http://pre.aps.org/abstract/PRE/v82/i5/e056206 cshalizi time_series prediction non-stationarity gaussian_processes re:growing_ensemble_project to_read https://pinboard.in/u:cshalizi/b:304d78ce8e48/ World Data Center for Paleoclimatology - Climate Reconstructions 2010-09-17T14:25:49+00:00 http://www.ncdc.noaa.gov/paleo/recons.html cshaliziclimate_change to_teach re:growing_ensemble_project data_sets climatology time_series to_teach:data_over_space_and_time https://pinboard.in/u:cshalizi/b:fae80986aabd/ [1008.4532] Switching between Hidden Markov Models using Fixed Share 2010-08-27T15:15:12+00:00 http://arxiv.org/abs/1008.4532 cshalizire:growing_ensemble_project markov_models to_read https://pinboard.in/u:cshalizi/b:ba3440970142/ [1008.4232] Online Learning in Case of Unbounded Losses Using the Follow Perturbed Leader Algorithm 2010-08-26T16:47:22+00:00 http://arxiv.org/abs/1008.4232 cshalizire:growing_ensemble_project to_read https://pinboard.in/u:cshalizi/b:ee3082a7df34/ Extracting certainty from uncertainty: regret bounded by variation in costs 2010-07-21T15:19:22+00:00 http://www.springerlink.com/content/68386v04t03752n1/ cshalizi learning_theory individual_sequence_prediction ensemble_methods re:growing_ensemble_project have_read https://pinboard.in/u:cshalizi/b:fc1525f12ba1/ [0903.2851v2] A parameter-free hedging algorithm 2010-07-15T16:48:09+00:00 http://arxiv.org/abs/0903.2851v2 cshaliziensemble_methods re:growing_ensemble_project https://pinboard.in/u:cshalizi/b:b3ecf8331a56/ [1006.0475] Prediction with Advice of Unknown Number of Experts 2010-06-03T11:42:19+00:00 http://arxiv.org/abs/1006.0475 cshalizi prediction learning_theory re:growing_ensemble_project https://pinboard.in/u:cshalizi/b:d6e352807a0f/