Parameswaran Kamalaruban

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The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O(√ T) and O(log T) regret bounds can be achieved for convex losses (Zinkevich (2003)) and strictly convex losses with bounded(More)
We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent estimate of the optimal AR model despite a large fraction of the time series points being corrupted. Our algorithm(More)
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