Finite-Memory Universal Prediction of Individual Sequences

DOI10.1109/TIT.2004.830749MaRDI QIDQ3547390zbMATH OpenOpenAlexFDO

Authors Eado Meron, Meir Feder

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2004.830749

Mathematics Subject Classification ID

Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) Source coding (94A29)

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Cited in

(10)

• Universal prediction of random binary sequences in a noisy environment
• Some Stochastic Properties of Memoryless Individual Sequences
• Universal prediction of individual sequences
• Universal schemes for sequential decision from individual data sequences
• Memory-universal prediction of stationary random processes
• Universal prediction of individual binary sequences in the presence of noise
• Universal linear least squares prediction: upper and lower bounds
• Memoryless sequences for general losses
• Individual Sequence Prediction Using Memory-Efficient Context Trees
• On unstable and unoptimal prediction

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