1 code implementation • 4 Jul 2019 • Vincent Margot, Jean-Patrick Baudry, Frédéric Guilloux, Olivier Wintenberger
The proof of the consistency is based on a control of the error of the empirical estimation of conditional expectations which is interesting on its own.
2 code implementations • 12 Jul 2018 • Vincent Margot, Jean-Patrick Baudry, Frederic Guilloux, Olivier Wintenberger
RIPE is a novel deterministic and easily understandable prediction algorithm developed for continuous and discrete ordered data.