On-line Prediction

On-line prediction refers to the problem of prediction in the on-line protocol:

• Nature outputs some side information
• Predictor outputs a prediction
• Nature outputs an observation
• The cycle is repeated

There are many variations of this basic protocol. In particular, Nature can output observations with a delay, or there can be additional players.

Some of the topics in on-line prediction covered by this wiki are listed in the sidebar. (This list will change to track changes in the coverage of various topics.) Other important approaches to on-line prediction include

• Inductive inference
• Predictive complexity and on-line randomness
• Prequential statistics

Much of the work in on-line prediction does not assume that Nature chooses her moves stochastically. An exception is Conformal Prediction, where Nature is supposed to use an exchangeable probability measure (or another on-line compression model) as her stochastic strategy. For more information on the work assuming a stochastic Nature, see Stochastic Prediction.