V. Vovk

Publications
Influence

Ridge Regression Learning Algorithm in Dual Variables

C. Saunders, A. Gammerman, V. Vovk
Computer Science
ICML
24 July 1998

In this paper we study a dual version of the Ridge Regression procedure which allows the use of kernel functions, as used in Support Vector methods. Expand

Probability and Finance: It's Only a Game!

G. Shafer, V. Vovk
Economics
15 June 2001

Preface. Probability and Finance as a Game. PROBABILITY WITHOUT MEASURE. The Historical Context. The Bounded Strong Law of Large Numbers. Kolmogorov's Strong Law of Large Numbers. The Law of the… Expand

Aggregating strategies

V. Vovk
Computer Science
COLT '90
1 July 1990

A tutorial on conformal prediction

G. Shafer, V. Vovk
Computer Science, Mathematics
J. Mach. Learn. Res.
21 June 2007

Conformal prediction is designed for an on-line setting in which labels are predicted successively, each one being revealed before the next is predicted. Expand

A game of prediction with expert advice

V. Vovk
Computer Science
COLT '95
5 July 1995

We consider the following problem. At each point of discrete time the learner must make a prediction; he is given the predictions made by a pool of experts. Each prediction and the outcome, which is… Expand

Competitive On-line Statistics

V. Vovk
Mathematics
1 August 2001

Summary A radically new approach to statistical modelling, which combines mathematical techniques of Bayesian statistics with the philosophy of the theory of competitive on-line algorithms, has… Expand

Inductive Confidence Machines for Regression

H. Papadopoulos, Kostas Proedrou, V. Vovk, A. Gammerman
Computer Science
ECML
19 August 2002

The existing methods of predicting with confidence give good accuracy and confidence values, but quite often are computationally inefficient. Expand

Algorithmic Learning in a Random World

V. Vovk, A. Gammerman, G. Shafer
Mathematics
22 March 2005

Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on… Expand

Learning by Transduction

A. Gammerman, V. Vovk, V. Vapnik
Computer Science, Mathematics
UAI
24 July 1998

We describe a method for predicting a classification of an object given classifications of the objects in the training set, assuming that the pairs object/classification are generated by an i.d. process from a continuous probability distribution. Expand

Conformal Prediction for Reliable Machine Learning: Theory, Adaptations and Applications

V. Balasubramanian, S. Ho, V. Vovk
Computer Science
13 May 2014

Conformal Predictions for Reliable Machine Learning: Theory, Adaptations and Applications captures the basic theory of the framework, demonstrates how to apply it to real-world problems, and presents several adaptations, including active learning, change detection, and anomaly detection. Expand

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