Universal Piecewise Linear Prediction Via Context Trees

DOI10.1109/TSP.2007.894235zbMATH Open1391.94280MaRDI QIDQ4564756FDOQ4564756

Authors: Suleyman S. Kozat, Andrew C. Singer, Georg Christoph Zeitler 

Publication date: 12 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (1)

• A tree-weighting approach to sequential decision problems with multiplicative loss

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