Nonparametric sequental prediction of time series

Authors: Biau, Gérard; Blekley, Kevin; Györfi, László; Ottucsák, György
Department: SzTKCs
Date: 2010. 04.
Published by: Journal of Nonparametric Statistics (Volume no.: 22 (2010), Issue no.: 3, Page: 297-317)

Consistent Nonparamtric Tests of Independence

Authors: Gretton, Arthur; Györfi, László
Department: SzTKCs
Date: 2010.
Published by: Journal of Machine Learning Research (Volume no.: 11 (2010), Page: 1391-1423)

St. Petersburg portfolio games in Algorithmic Learning Theory

Authors: Györfi, László; Kevei , P.
Date: 2009.
Published by: Lecture Notes in Artificial Intelligence (Volume no.: 5809(2009), Issue no.: 1, Page: 83-96)

Book

Principles of nonparametric learning. (CISM courses and lectures 434)

Authors: Györfi, L
Date: 2002.
Published by: Principles of nonparametric learning. (CISM courses and lectures 434) (Page: 335)

A distribution - Free Theory of Nonparametric Regression. (Springer series in statistics)

Authors: Györfi, L; Kohler, M; Kryzak, A; Walk, H
Date: 2002.
Published by: A distribution - Free Theory of Nonparametric Regression. (Springer series in statistics) (Page: 647)

Book chapter

Principles of stability analysis for random accessing with feedback.

Authors: Györfi, László; Győri, Sándor; Massey, James L.
Editor: Biglieri, Ezio; Györfi, László
Date: 2007.
Published by: Multiple access channels. Theory and practice. (NATO security through science series, D. 10.) (Page: 214-249.)

Coding for multiple-access collision channel without feedback.

Authors: Györfi, László; Győri, Sándor
Editor: Biglieri, Ezio; Györfi, László
Date: 2007.
Published by: Multiple access channels. Theory and practice. (NATO security through science series, D. 10.) (Page: 299-326.)

Large deviations of Hellinger distance on partitions

Authors: Györfi, L
Date: 2004.
Published by: Mathematics and computer science III. Algorithms, trees, combinatorics and probabilities. (Trends in mathematics) (Page: 531-537)

Nonparametric prediction

Authors: Györfi, L; Schafer, D
Date: 2003.
Published by: Advances in Learning Theory: Methods, Models and Applications. (NATO Science Series: Computer and Systems Sciences 190) (Page: 341-356)

Nonparametric regression estimation.

Authors: Györfi, L; Kohler, M
Date: 2002.
Published by: Principles of nonparametric learning. (CISM courses and lectures 434) (Page: 57-12)

Distribution and density estimation.

Authors: Devroye, L; Györfi, L
Date: 2002.
Published by: Principles of nonparametric learning. (CISM courses and lectures 434) (Page: 211-270)

On the asymptotic normality of a resubstitution error estimate.

Authors: Györfi, L; Horváth, M
Editor: Rizzi, A
Date: 1998.
Published by: Advances in data science and classification. (Page: 197-204)

Conference issue

Performance of auctions and sealed bids

Authors: Gelenbe, E.; Györfi, László
Department: SzTKCs
Date: 2009.
Published by: Lecture Notes in Computer Science (Volume no.: 5652 (2009), Issue no.: 1, Page: 30-43)

Growth optimal investment with transaction costs.

Authors: Györfi, László; Vajda, I.
Editor: Freund, Y.; Györfi, László; Turán, G.; Zeugmann, Th.
Date: 2008.
Published by: ALT 2008. 19th international conference on algorithmic learning theory. Budapest, 2008. (Lecture notes in artificial intelligence 5254.) (Page: 108-122.)

Nonparametric independence tests: space partitioning and kernel approaches.

Authors: Gretton, A.; Györfi, László
Editor: Freund, Y.; Györfi, László; Turán, G.; Zeugmann, Th.
Date: 2008.
Published by: ALT 2008. 19th international conference on algorithmic learning theory. Budapest, 2008. (Lecture notes in artificial intelligence 5254.) (Page: 183-198.)

Sequential prediction of binary sequence with side information only.

Authors: Ottucsák, György; Györfi, László
Date: 2007.
Published by: ISIT 2007. IEEE international symposium on information theory. Nice, 2007. (Page: 2351-2355.)

Improved convergence rates in empirical vector quantizer design

Authors: Antos, A; Györfi, L; György, A
Date: 2004.
Published by: Information Theory. Proceedings of the International Symposium ISIT 2004 (Page: 301)

Queueing for ergodic arrivals and services.

Authors: Györfi, L; Morvai, G
Date: 2002.
Published by: Limit theorems. Proceedings of the fourth Hungarian colloquium on limit theorems in probability and statistics. Balatonlelle, 1999. (Bolyai Society mathematical studies 10) (Page: 127-141)

ISI journal article

Strongly consistent model selection for densities.

Authors: Biau, G.; Cadre, B.; Devroye, L.; Györfi, László
Date: 2008.
Published by: Test (Volume no.: 17, Page: 531-545.)

Quantization for nonparametric regression.

Authors: Györfi, László; Wegkamp, M.
Date: 2008.
Published by: IEEE Transactions on Information Theory (Volume no.: 54, Issue no.: 2, Page: 867-874.)

Sequential prediction of unbounded stationary time series.

Authors: Györfi, László; Ottucsák, György
Date: 2007.
Published by: IEEE on Transactions on Information Theory (Volume no.: 53, Issue no.: 5, Page: 1866-1872.)

Nonparametric estimation of conditional distributions.

Authors: Györfi, László; Kohler, Michael
Date: 2007.
Published by: IEEE on Transactions on Information Theory (Volume no.: 53, Issue no.: 5, Page: 1872-1879.)

Nonparametric kernel-based sequential investment strategies

Authors: Györfi, László; Lugosi, Gábor; Udina, F
Date: 2006.
Published by: Mathematical Finance (Volume no.: 16, Issue no.: 2, Page: 337-357)

Hannan consistency in on-line learning in case of unbounded losses under partial monitoring

Authors: Allenberg, C; Auer, P; Györfi, László; Ottucsák, György
Date: 2006.
Published by: Lecture Notes in Computer Science (Volume no.: 4264, Page: 229-243)
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Journal article

Nonparametric nearest neighbor based empirical portfolio selection strategies.

Authors: Györfi, László; Udina, F.; Walk, H.
Date: 2008.
Published by: Statistics and Decisions (Volume no.: 26, Page: 145-157.)

Kernel-based semi-log-optimal empirical portfolio selection strategies.

Authors: Györfi, László; Urbán, András; Vajda, István
Date: 2007.
Published by: International Journal of Theoretical and Applied Finance (Volume no.: 10, Issue no.: 3, Page: 505-516.)
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Poisson limit of an inhomogeneous nearly critical INAR(1) model.

Authors: Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin
Date: 2007.
Published by: Acta Scientiarum Mathematicarum (Volume no.: 73, Page: 783-809.)

Individual convergence rates in empirical vector quantizer design

Authors: Antos, A; Györfi, L; György, A
Date: 2005.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 51, Issue no.: 11, Page: 4013-4022)
Download article: [ps.gz], []

Analysis of collision channel with asynchronous access

Authors: Györfi, L; Győri, S
Date: 2005.
Published by: IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES (Volume no.: E-88-A, Page: 2878-2884)

On the asymptotic properties of a nonparametric L_1-test statistic of homogeneity

Authors: Biau, G; Györfi, L
Date: 2005.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 51, Issue no.: 11, Page: 3965-3973)

The estimation problem of minimum mean squared error

Authors: Devroye, L; Schafer, D; Györfi, L; Walk, H
Date: 2003.
Published by: STATISTICS AND DECISIONS (Volume no.: 21, Page: 15-28)

Asymptotic distributions for goodness-of fit statistics in a sequence of multinomial models.

Authors: Györfi, L; Vajda, I
Date: 2002.
Published by: STATISTICS & PROBABILITY LETTERS (Volume no.: 56, Issue no.: 1, Page: 57-67)

A note on robust hypothesis testing.

Authors: Devroye, L; Györfi, L; Lugosi, G
Date: 2002.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 48, Issue no.: 7, Page: 2111-2114)

Relative stability of global errors of nonparametric function estimators.

Authors: Györfi, L; Schafer, D; Walk, H
Date: 2002.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 48, Issue no.: 8, Page: 2230-2242)

Large deviations of divergence measures on partitions.

Authors: Beirlant, J; Devroye, L; Györfi, L; Vajda, I
Date: 2001.
Published by: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Volume no.: 93, Page: 1)

A class of modified Pearson and Neyman statistics.

Authors: Györfi, L; Vajda, I
Date: 2001.
Published by: STATISTICS AND DECISIONS (Volume no.: 19, Page: 239-251)

Exact error probability for slow frequency hopping.

Authors: László Györfi; Jordán, Á; Vajda, I
Date: 2000.
Published by: EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS (Volume no.: 11, Issue no.: 2, Page: 183-190)

Lower bounds on the rate of convergence of nonparametric regression estimates.

Authors: Antos, A; Györfi, L; Kohler, M
Date: 2000.
Published by: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Volume no.: 83, Issue no.: 1, Page: 91-100)

Distribution-free confidence intervals for measurement of effective bandwidth.

Authors: Györfi, L; Rácz, A; Duffy, K; Lewis, JT; Toomey, F
Date: 2000.
Published by: JOURNAL OF APPLIED PROBABILITY (Volume no.: 37, Issue no.: 1, Page: 224-235)

Strong universal pointwise consistency of some regression function estimates.

Authors: Algoet, P; Györfi, L
Date: 1999.
Published by: JOURNAL OF MULTIVARIATE ANALYSIS (Volume no.: 71, Page: 125-144)

On piecewise linear density estimatiors.

Authors: Beirlant, J; Berlinet, A; Györfi, L
Date: 1999.
Published by: STATISTICA NEERLANDICA (Volume no.: 53, Issue no.: 3, Page: 287-308)

Lower bounds for Bayes error estimation.

Authors: Antos, A; Devroye, L; Györfi, L
Date: 1999.
Published by: IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE (Volume no.: 21, Issue no.: 7, Page: 643-645)

Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.

Authors: Yakowitz, S; Györfi, L; Kieffer, J; Morvai, G
Date: 1999.
Published by: JOURNAL OF MULTIVARIATE ANALYSIS (Volume no.: 71, Page: 24-41)

A simple randomized algorithm for sequential prediction of ergodic time series.

Authors: Györfi, L; Lugosi, G; Morvai, G
Date: 1999.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 45, Issue no.: 7, Page: 2642-2650)

On the asymptotic normality of the L2-error in partitioning regression estimation.

Authors: Beirlant, J; Györfi, László
Date: 1998.
Published by: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Volume no.: 71, Page: 93-107)

On the L1-error in histogram density estimation: the multidimensional case.

Authors: Beirlant, J; Györfi, László
Date: 1998.
Published by: JOURNAL OF NONPARAMETRIC STATISTICS (Volume no.: 9, Page: 197-216)

The Hilbert kernel regression estimate.

Authors: Devroye, L; Györfi, L; Krzyzak, A
Date: 1998.
Published by: JOURNAL OF MULTIVARIATE ANALYSIS (Volume no.: 65, Page: 209-227)

Limits to consistent on-line forecasting for ergodic time series.

Authors: Györfi, L; Morvai, G; Yakowitz, SJ
Date: 1998.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Volume no.: 44, Issue no.: 2, Page: 886-892)

Weak and strong universal consistency of semi-recursive kernel and partitioning regression estimates.

Authors: Györfi, L; Kohler, M; Walk, H
Date: 1998.
Published by: STATISTICS AND DECISIONS (Volume no.: 16, Page: 1-18)

Analysis of protocol sequences for slow freuqency hopping.

Authors: Györfi, L; Vajda, I
Date: 1998.
Published by: WIRELESS NETWORKS (Volume no.: 4, Page: 411-418)

Distribution estimates consistent in chi square-divergence.

Authors: Györfi, L; Liese, F; Vajda, I; Van der Meulen, EC
Date: 1998.
Published by: STATISTICS (Volume no.: 32, Page: 31-57)

Nonparametric entropy estimation. An overview.

Authors: Beirlant, J; Dudewicz, EJ; Györfi, L; Van der Meulen, EC
Date: 1997.
Published by: INTERNATIONAL JOURNAL OF MATHEMATICAL AND STATISTICAL SCIENCES (Volume no.: 6, Issue no.: 1, Page: 17-39)

On the strong universal consistency of a recursive regression estimate by Pál Révész.

Authors: Györfi, L; Walk, H
Date: 1997.
Published by: STATISTICS & PROBABILITY LETTERS (Volume no.: 31, Page: 177-183)

Asymptotic normality of relative entropy in multivariate density estimation.

Authors: Berlinet, A; Györfi, L; Van der Meulen, EC
Date: 1997.
Published by: PUBLICATIONS DE L'INSTITUT DE STATISTIQUE DE L'UNIVERSITE DE PARIS (Volume no.: 41, Issue no.: 1-2, Page: 3-27)