mlsanityData to 7 Oct 2026

From Betting to Empirical Bernstein LIL

arXiv 2605.22124 ↗First posted 21 May 2026stat.ML cs.LG math.PRcited by 0

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Abstract (arXiv)

This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 3 of its 4 references that are in the map. First posted on arXiv 21 May 2026.

Builds on

3 of 4 references.

References · 3

  1. 2021Tight Concentrations and Confidence Sequences from the Regret of Universal Portfoliocited by 42
  2. 2019Parameter-Free Online Convex Optimization with Sub-Exponential Noisecited by 28
  3. 2015On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalitiescited by 27

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