5 problems
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Universal convergence bound for MDL predictions of Bernoulli sequences
Let be the true Bernoulli parameter, let denote the MDL prediction based on the observed sequence, let be the prefix Kolmogorov complexity of…
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Equality in the snake Markov-chain prediction inequality
Snake-chain equality conjecture. The inequality in the statement of the snake Markov-chain lemma is, in fact, an equality.
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The conjecture that jointly inspecting too many test data points constitutes cheating
Joint-inspection cheating conjecture. Allowing a method to look at too many test data points at once—for example, more than one—may constitute “cheating”, at least when evaluating…
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The Lasso universal-tuning prediction-loss conjecture
Let be a Gaussian linear regression model with deterministic design matrix , and…
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Screening conjecture for nondifferentiable processes
Let be the process under consideration, let be a nonempty set of observations approaching the prediction location, and let denote the additional…