# From Betting to Empirical Bernstein LIL

arXiv: https://arxiv.org/abs/2605.22124 · HTML: https://mlsanity.com/paper/2605.22124/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 3 of its 4 references that are in the map.
- First posted on arXiv 21 May 2026.

## Builds on (most cited first, 3 of 3)

- [Tight Concentrations and Confidence Sequences from the Regret of Universal Portfolio](https://mlsanity.com/paper/2110.14099/) (2021)
- [Parameter-Free Online Convex Optimization with Sub-Exponential Noise](https://mlsanity.com/paper/1902.01500/) (2019)
- [On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities](https://mlsanity.com/paper/1510.03925/) (2015)

## 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.
