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1、Prediction,Learning,andGamesThisimportantnewtextandreferenceforresearchersandstudentsinmachinelearning,gametheory,statistics,andinformationtheoryoffersthefirstcomprehensivetreatmentoftheproblemofpredictingindividualsequences.Unlikestandardstatisticalapproachestoforecasting,predic-tionofin
2、dividualsequencesdoesnotimposeanyprobabilisticassump-tiononthedata-generatingmechanism.Yet,predictionalgorithmscanbeconstructedthatworkwellforallpossiblesequences,inthesensethattheirperformanceisalwaysnearlyasgoodasthebestforecastingstrategyinagivenreferenceclass.Thecentralthemeisthemode
3、lofpredictionusingexpertadvice,ageneralframeworkwithinwhichmanyrelatedproblemscanbecastanddiscussed.Repeatedgameplaying,adaptivedatacompression,sequentialinvestmentinthestockmarket,sequentialpatternanalysis,andseveralotherproblemsareviewedasinstancesoftheexperts’frameworkandanalyzedfroma
4、commonnonstochasticstandpointthatoftenrevealsnewandintriguingconnections.Oldandnewforecastingmethodsaredescribedinamathematicallyprecisewayinordertocharacterizetheirtheoreticallimitationsandpossibilities.NicoloCesa-BianchiisProfessorofComputerScienceattheUniversity`ofMilan,Italy.Hisresea
5、rchinterestsincludelearningtheory,patternanalysis,andworst-caseanalysisofalgorithms.HeisanactioneditorofthejournalMachineLearning.GaborLugosihasbeenworkingonvariousproblemsinpatternclassi´fi-cation,nonparametricstatistics,statisticallearningtheory,gametheory,probability,andinformationtheo
6、ry.HeiscoauthorofthemonographsAProbabilisticTheoryofPatternRecognitionandCombinatorialMeth-odsofDensityEstimation.Hehasbeenanassociateeditorofvariousjournals,includingtheIEEETransactionsofInformationTheory,Test,ESAIM:ProbabilityandStatistics,andStatisticsandDecisions.Prediction,Learning,
7、andGamesNICOLOCESA-BIANCHI`UniversitadegliStudidiMilano`GABORLUGOSI´UniversitatPompeuFabra,BarcelonacambridgeuniversitypressCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPauloCambridgeUniversityPressTheEdinburghBuilding,Cambridgecb22ru,UKPublishedintheUnitedSta
