conftrace_

bayesian strategy

2 papers

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Co-occurring keywords · papers mentioning both

online density estimation (1) unknown drift (1) quadratic cost (1) bayesian prediction (1) stochastic dynamical system (1) maximum likelihood estimator (1) jeffreys prior (1) normalized maximum likelihood (1) asymptotic normality (1) regret bound (1)

Papers

Optimal Control with Learning on the Fly: System with Unknown Drift L4DC 2022 The Optimality of Jeffreys Prior for Online Density Estimation and the Asymptotic Normality of Maximum Likelihood Estimators COLT 2012