Discounted and Rapid Subfair Red-and-Black
نویسندگان
چکیده
منابع مشابه
On Nonoptimality of Bold Play for Subfair Red-and-black with a Rational-valued House Limit
In the subfair red-and-black gambling problem, a gambler can stake any amount in his possession, winning an amount equal to the stake with probabilityw and losing the stake with probability 1−w, where 0 < w < 1 2 . The gambler seeks tomaximize the probability of reaching a fixed fortune (to be normalized to unity) by gambling repeatedly with suitably chosen stakes. In their classic work, Dubins...
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Rapid adaptation schemes that employ the EM algorithm may suffer from overtraining problems when used with small amounts of adaptation data. An algorithm to alleviate this problem is derived within the information geometric framework of Csiszár and Tusnády, and is used to improve MLLR adaptation on NAB and Switchboard adaptation tasks. It is shown how this algorithm approximately optimizes a di...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1977
ISSN: 0090-5364
DOI: 10.1214/aos/1176343896