Prediction with Expert Advice under Discounted Loss

We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for Regression to this case, propose a suitable new variant of exponential weights algorithm, and prove respective loss bounds.Comment: 26 pages; expanded (2 remarks -> theorems), some misprints correcte

Synchronization of coupled limit cycles

A unified approach for analyzing synchronization in coupled systems of autonomous differential equations is presented in this work. Through a careful analysis of the variational equation of the coupled system we establish a sufficient condition for synchronization in terms of the geometric properties of the local limit cycles and the coupling operator. This result applies to a large class of differential equation models in physics and biology. The stability analysis is complemented with a discussion of numerical simulations of a compartmental model of a neuron.Comment: Journal of Nonlinear Science, accepte

A direct derivation of the REML likelihood function

REML likelihood, mixed models,