Author name: Shubhada Agrawal, Aaditya Ramdas

arXiv:2604.20172v1 Announce Type: new
Abstract: Consider betting against a sequence of data in $[0,1]$, where one is allowed to make any bet that is fair if the data have a conditional mean $m_0 \in (0,1)$. Cover’s universal portfolio algorithm delive…

arXiv:2512.12325v3 Announce Type: replace
Abstract: We prove that a classic sub-Gaussian mixture proposed by Robbins in a stochastic setting actually satisfies a path-wise (deterministic) regret bound. For every path in a natural “Ville event” $\mat…