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The Splendors and Miseries of Martingales

Trends in the History of Science

Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in som…

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Vladimir Vovk

Algorithmic Learning in a Random World

This book is about conformal prediction, an approach to prediction that originated in machine learning in the late 1990s. The main feature of conformal prediction is the principled treatment of the reliab…

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