Statistics Papers

Document Type

Conference Paper

Date of this Version

2010

Publication Source

Advances in Neural Information Processing Systems

Volume

23

Abstract

We propose a computationally efficient random walk on a convex body which rapidly mixes to a time-varying Gibbs distribution. In the setting of online convex optimization and repeated games, the algorithm yields low regret and presents a novel efficient method for implementing mixture forecasting strategies.

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Date Posted: 27 November 2017