K. S. Azoury and M. K. Warmuth, Relative loss bounds for on-line density estimation with the exponential family of distributions, Machine Learning, vol.43, issue.3, pp.211-246, 2001.

P. L. Bartlett, M. Wouter, A. Koolen, E. Malek, M. K. Takimoto et al., Minimax fixed-design linear regression, Workshop and Conference Proceedings, vol.40, pp.1-14, 2015.

G. Nicoì-o-cesa-bianchi and . Lugosi, Prediction, Learning, and Games, 2006.

A. Nicoì-o-cesa-bianchi, C. Conconi, and . Gentile, A second-order perceptron algorithm, SIAM Journal on Computing, vol.34, issue.3, pp.640-668, 2005.

J. Forster and M. K. Warmuth, Relative loss bounds for temporal-difference learning, Machine Learning, vol.51, pp.23-50, 2003.

P. Dean and . Foster, Prediction in the worst case, The Annals of Statistics, vol.19, issue.2, pp.1084-1090, 1991.

R. D. Gill and B. Y. Levit, Applications of the van Trees inequality: a Bayesian CramérRao bound, Bernoulli, vol.1, issue.1-2, pp.59-79, 1995.

W. Kot?owski, M. Wouter, A. Koolen, and . Malek, Random permutation online isotonic regression, Advances in Neural Information Processing Systems, pp.4183-4192, 2017.

H. Luo, A. Agarwal, J. Nicoì-o-cesa-bianchi, and . Langford, Efficient second order online learning by sketching, Advances in Neural Information Processing Systems, pp.902-910, 2016.

A. Malek and P. L. Bartlett, Horizon-independent minimax linear regression, Advances in Neural Information Processing Systems, pp.5264-5273, 2018.

R. Penrose, A generalized inverse for matrices, Mathematical Proceedings of the Cambridge Philosophical Society, vol.51, issue.3, pp.406-413, 1955.

E. Takimoto and M. Warmuth, The minimax strategy for Gaussian density estimation, Proceedings of COLT, pp.100-106, 2000.

L. Harry, Van Trees. Detection, Estimation and Modulation Theory, 1968.

V. Vovk, Competitive on-line statistics, International Statistical Review, vol.69, issue.2, pp.213-248, 2001.