Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series (Q2503313): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series	scientific article

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instance of

scholarly article

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title

Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series (English)

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published in

Theoretical Computer Science

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publication date

14 September 2006

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zbMATH Keywords

algorithmic complexity

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algorithmic information theory

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Kolmogorov complexity

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universal coding

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hypothesis testing

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theory of computation

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computational complexity

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.tcs.2006.06.004

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cites work

Q5515914

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Clustering by Compression

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The consistency of the BIC Markov order estimator.

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Universal lossless source coding with the Burrows Wheeler transform

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Q4048957

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Q5595624

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Asymptotically optimal classification for multiple tests with empirically observed statistics

0 references

Universal artificial intelligence. Sequential decisions based on algorithmic probability.

0 references

A universal predictor based on pattern matching

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Q3206104

0 references

Grammar-based codes: a new class of universal lossless source codes

0 references

Q5585020

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Q3214803

0 references

Q4296162

0 references

The Similarity Metric

0 references

Q4337021

0 references

Monkey tests for random number generators

0 references

The definition of random sequences

0 references

On the estimation of the order of a Markov chain and universal data compression

0 references

Q4714468

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On optimal sequential prediction for general processes

0 references

Universal coding, information, prediction, and estimation

0 references

Twice-universal coding

0 references

Prediction of random sequences and universal coding

0 references

The complexity and effectiveness of prediction algorithms

0 references

Universal codes as a basis for nonparametric testing of serial independence for time series

0 references

Universal codes as a basis for time series testing

0 references

Using information theory approach to randomness testing

0 references

Can an individual sequence of zeros and ones be random?

0 references

Minimum description length induction, Bayesianism, and Kolmogorov complexity

0 references

On classification with empirically observed statistics and universal data compression

0 references

Estimating the number of states of a finite-state source

0 references

THE COMPLEXITY OF FINITE OBJECTS AND THE DEVELOPMENT OF THE CONCEPTS OF INFORMATION AND RANDOMNESS BY MEANS OF THE THEORY OF ALGORITHMS

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Identifiers

zbMATH Open document ID

1097.68048

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Mathematics Subject Classification ID

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journals/tcs/RyabkoAG06

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DOI

10.1016/J.TCS.2006.06.004

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2503313

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-Boris Ya. Ryabko
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-Jaakko T. Astola
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-Alexander Gammerman
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+Jaakko T. Astola
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@@ Property / cites work @@
+Clustering by Compression
@@ Property / cites work: Clustering by Compression / rank @@
+Normal rank
@@ Property / cites work @@
+The consistency of the BIC Markov order estimator.
+Normal rank
@@ Property / cites work @@
+Universal lossless source coding with the Burrows Wheeler transform
+Normal rank
@@ Property / cites work @@
+Q4048957
@@ Property / cites work: Q4048957 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5595624
@@ Property / cites work: Q5595624 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically optimal classification for multiple tests with empirically observed statistics
+Normal rank
@@ Property / cites work @@
+Universal artificial intelligence. Sequential decisions based on algorithmic probability.
+Normal rank
@@ Property / cites work @@
+A universal predictor based on pattern matching
@@ Property / cites work: A universal predictor based on pattern matching / rank @@
+Normal rank
@@ Property / cites work @@
+Q3206104
@@ Property / cites work: Q3206104 / rank @@
+Normal rank
@@ Property / cites work @@
+Grammar-based codes: a new class of universal lossless source codes
+Normal rank
@@ Property / cites work @@
+Q5585020
@@ Property / cites work: Q5585020 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3214803
@@ Property / cites work: Q3214803 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4296162
@@ Property / cites work: Q4296162 / rank @@
+Normal rank
@@ Property / cites work @@
+The Similarity Metric
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+Normal rank
@@ Property / cites work @@
+Q4337021
@@ Property / cites work: Q4337021 / rank @@
+Normal rank
@@ Property / cites work @@
+Monkey tests for random number generators
@@ Property / cites work: Monkey tests for random number generators / rank @@
+Normal rank
@@ Property / cites work @@
+The definition of random sequences
@@ Property / cites work: The definition of random sequences / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the order of a Markov chain and universal data compression
+Normal rank
@@ Property / cites work @@
+Q4714468
@@ Property / cites work: Q4714468 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal sequential prediction for general processes
+Normal rank
@@ Property / cites work @@
+Universal coding, information, prediction, and estimation
+Normal rank
@@ Property / cites work @@
+Twice-universal coding
@@ Property / cites work: Twice-universal coding / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction of random sequences and universal coding
+Normal rank
@@ Property / cites work @@
+The complexity and effectiveness of prediction algorithms
+Normal rank
@@ Property / cites work @@
+Universal codes as a basis for nonparametric testing of serial independence for time series
+Normal rank
@@ Property / cites work @@
+Universal codes as a basis for time series testing
+Normal rank
@@ Property / cites work @@
+Using information theory approach to randomness testing
+Normal rank
@@ Property / cites work @@
+Can an individual sequence of zeros and ones be random?
+Normal rank
@@ Property / cites work @@
+Minimum description length induction, Bayesianism, and Kolmogorov complexity
+Normal rank
@@ Property / cites work @@
+On classification with empirically observed statistics and universal data compression
+Normal rank
@@ Property / cites work @@
+Estimating the number of states of a finite-state source
+Normal rank
@@ Property / cites work @@
+THE COMPLEXITY OF FINITE OBJECTS AND THE DEVELOPMENT OF THE CONCEPTS OF INFORMATION AND RANDOMNESS BY MEANS OF THE THEORY OF ALGORITHMS
+Normal rank
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