diff --git a/index.qmd b/index.qmd index e6a7d4f..0e4d11e 100644 --- a/index.qmd +++ b/index.qmd @@ -956,20 +956,27 @@ for( t in 1:T ) { ## Simulation Study +::: {.panel-tabset} + +## BOA + :::: {.columns} ::: {.column width="48%"} -Data Generating Process of the [simple probabilistic example](#simple_example) +Data Generating Process of the [simple probabilistic example](#simple_example): + +\begin{align*} + Y_t &\sim \mathcal{N}(0,\,1)\\ + \widehat{X}_{t,1} &\sim \widehat{F}_{1}=\mathcal{N}(-1,\,1) \\ + \widehat{X}_{t,2} &\sim \widehat{F}_{2}=\mathcal{N}(3,\,4) +\end{align*} - Constant solution $\lambda \rightarrow \infty$ - Pointwise Solution of the proposed BOAG - Smoothed Solution of the proposed BOAG - Weights are smoothed during learning - - Smooth weights are used to calculate Regret, adjust weights, etc. -- Smooth ex-post solution - - Weights are smoothed after the learning - - Algorithm always uses non-smoothed weights + - Smooth weights are used to calculate Regret, adjust weights, etc. ::: @@ -983,6 +990,8 @@ Data Generating Process of the [simple probabilistic example](#simple_example) ## QL Deviation +Deviation from best attainable QL (1000 runs). + ![](assets/crps_learning/pre_vs_post.gif) ## CRPS vs. Lambda @@ -991,13 +1000,19 @@ CRPS Values for different $\lambda$ (1000 runs) ![](assets/crps_learning/pre_vs_post_lambda.gif) +## Knots + +CRPS for different number of knots (1000 runs) + +![](assets/crps_learning/pre_vs_post_kstep.gif) + :::: ::: :::: -## Simulation Study +## Comparison to EWA and ML-Poly The same simulation carried out for different algorithms (1000 runs): @@ -1005,6 +1020,10 @@ The same simulation carried out for different algorithms (1000 runs): +## Study Forget + +:::: + ## Simulation Study :::: {.columns}