Universal Piecewise Linear Prediction Via Context Trees

DOI10.1109/TSP.2007.894235MaRDI QIDQ4564756zbMATH OpenFDO

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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