Universal prediction of random binary sequences in a noisy environment
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Publication:1431550
DOI10.1214/aoap/1075828047zbMath1040.62085MaRDI QIDQ1431550
Publication date: 10 June 2004
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1075828047
filtering; asymptotic optimality; Shannon entropy; sequential decisions; martingale difference; conditional mixing; universal prediction; generalized ergodic theorem; prediction with experts; prediction with noise
62M20: Inference from stochastic processes and prediction
62C99: Statistical decision theory
62L10: Sequential statistical analysis
62B10: Statistical aspects of information-theoretic topics
60G25: Prediction theory (aspects of stochastic processes)
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