English(EN) The optimal betting wealth growth rate

新论文表征Kelly博弈中的最优投注财富增长率

作者 PulseAugur 编辑部 · [2 个来源] · 2026-04-28 06:41

本文表征了在以Kelly博弈方式投注，但从备择假设中抽取数据，同时对零假设进行投注时的最优财富增长率。作者证明该增长率等于一个涉及Kullback-Leibler散度的特定极限，该极限通常小于一个更常用的量。他们还确立了这两个量相等的条件，并推导出了针对复合备择假设的最优最坏情况增长率。 AI

影响本文为统计检验中的最优增长率提供了理论见解，可能为未来AI在不确定性下的决策研究提供信息。

排序理由这是一篇发表在arXiv上的研究论文。

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arXiv stat.ML TIER_1 English(EN) · Ashwin Ram, Aaditya Ramdas · 2026-04-29 04:00

最优投注财富增长率

arXiv:2604.25280v1 Announce Type: cross Abstract: This paper characterizes the best possible rate of growth of wealth in a Kelly betting game when repeatedly betting against a general i.i.d. null hypothesis $\mathscr{P}$, but the data are drawn i.i.d from an arbitrary alternative…
arXiv stat.ML TIER_1 English(EN) · Aaditya Ramdas · 2026-04-28 06:41

最优投注财富增长率

This paper characterizes the best possible rate of growth of wealth in a Kelly betting game when repeatedly betting against a general i.i.d. null hypothesis $\mathscr{P}$, but the data are drawn i.i.d from an arbitrary alternative $Q$. We prove that it equals $\lim_{n \to \infty}…