Optimal Sampling of Parametric Families: Implications for Machine Learning

DOI10.1162/neco_a_01251zbMath1473.68149OpenAlexW2986435634WikidataQ91189930 ScholiaQ91189930MaRDI QIDQ5131174

Jithendar Anumula, Adrian E. G. Huber, Shihchii Liu

Publication date: 2 November 2020

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/184150/1/document09.56.pdf

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05) Diffusion processes (60J60) Sequential estimation (62L12)

Cites Work

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• Predictors for the first-order autoregressive process
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• Universal coding, information, prediction, and estimation
• Properties of Predictors for Autoregressive Time Series
• Universal prediction
• A strong version of the redundancy-capacity theorem of universal coding
• Fisher information and stochastic complexity
• Nonparametric risk bounds for time-series forecasting

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