We consider the problem of converting offline estimators into
an online predictor or estimator with small extra regret. Formally this is
the problem of merging a collection of probability measures over strings
of length 1,2,3,... into a single probability measure over infinite sequences.
We describe various approaches and their pros and cons on various examples.
As a side-result we give an elementary non-heuristic purely combinatoric
derivation of Turing’s famous estimator. Our main...[Show more]
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