Optimal sequential probability assignment for individual sequences

DOI10.1109/18.312161MaRDI QIDQ4308773zbMATH OpenOpenAlexFDO

Authors Marcelo J. Weinberger, Neri Merhav, Meir Feder

Publication date 18 April 1995

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

Full work available at URL https://doi.org/10.1109/18.312161

zbMATH Keywords

batch schemefinite- state schemesminimum description lengthpredictionsequential schemeuniversal coding

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Coding theorems (Shannon theory) (94A24)

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(6)

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• Universal schemes for sequential decision from individual data sequences
• A toolbox for refined information-theoretic analyses
• Posterior representations for Bayesian context trees: sampling, estimation and convergence
• Sensor networks: from dependence analysis via matroid bases to online synthesis

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