Using data compressors to construct order tests for homogeneity and component independence

DOI10.1016/J.AML.2008.01.008zbMath1179.68063OpenAlexW2953638002MaRDI QIDQ845628

Jürgen Schmidhuber, Daniil Ryabko

Publication date: 29 January 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2008.01.008

zbMATH Keywords

Kolmogorov complexityinformation theoryhomogeneity testingcomponent independencedata compressorsdistribution-free statistical testsnonparametric statistical tests

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Related Items (1)

Using ideas of Kolmogorov complexity for studying biological texts

Cites Work

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• Using information theory approach to randomness testing
• Prediction of random sequences and universal coding
• Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
• Clustering by Compression
• The Similarity Metric
• Compression of individual sequences via variable-rate coding

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