Universal prediction of individual binary sequences in the presence of noise

DOI10.1109/18.945240MaRDI QIDQ4544661zbMATH OpenOpenAlexFDO

Authors Tsachy Weissman, Neri Merhav

Publication date 4 August 2002

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

Full work available at URL https://doi.org/10.1109/18.945240

zbMATH Keywords

individual sequencesmartingalesprediction with noisesource codinguniversal codinguniversal prediction

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20) Source coding (94A29)

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• How to Filter an “Individual Sequence With Feedback”
• Scanning and Sequential Decision Making for Multidimensional Data—Part II: The Noisy Case
• Universal prediction of individual sequences
• Universal schemes for sequential decision from individual data sequences
• On the optimal Boolean function for prediction under quadratic loss

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