The concentration game: Bayesian updating, regret, and information

We give a two-player zero-sum repeated game between a learner and nature whose value identity generates Bayesian updating and an exact accounting of exponential-weights regret at once, and supplies the comparator-class variational form t…

We give a two-player zero-sum repeated game between a learner and nature whose value identity generates Bayesian updating and an exact accounting of exponential-weights regret at once, and supplies the comparator-class variational form that a wide class of concentration…