The context-tree weighting method: basic properties
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- Predicting a binary sequence almost as well as the optimal biased coin
- Direct comparison of agent-based models of herding in financial markets
- Mixing strategies for density estimation.
- The consistency of the BIC Markov order estimator.
- Predicting nearly as well as the best pruning of a planar decision graph.
- Generalization bounds for averaged classifiers
- Time-universal data compression
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- A comparison of economic agent-based model calibration methods
- Universal coding algorithm for a family of context Markov sources
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
- On Martin-Löf (non-)convergence of Solomonoff's universal mixture
- Sublinear algorithms for approximating string compressibility
- Context tree selection and linguistic rhythm retrieval from written texts
- Consistent estimation of the basic neighborhood of Markov random fields
- Detecting renewal states in chains of variable length via intrinsic Bayes factors
- Second step algorithms in the Burrows-Wheeler compression algorithm
- Sparse Markov chains for sequence data
- Asymptotic property of universal lossless coding for independent piecewise identically distributed sources
- Estimating Entropy Rates with Bayesian Confidence Intervals
- Implementing the context-tree weighting method: arithmetic coding
- Thermodynamic Gibbs Formalism and Information Theory
- Linear Time Universal Coding and Time Reversal of Tree Sources Via FSM Closure
- On Context-Tree Prediction of Individual Sequences
- A continuous entropy rate estimator for spike trains using a K-means-based context tree
- A philosophical treatise of universal induction
- Coding for a binary independent piecewise-identically-distributed source
- The context-tree weighting method: extensions
- Estimation of General Stationary Processes by Variable Length Markov Chains
- Entropy estimation of symbol sequences
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
- Buy low, sell high
- Fast universal coding with context models
- scientific article; zbMATH DE number 1862357 (Why is no real title available?)
- A universal finite memory source
- Context weighting for general finite-context sources
- On Martin-Löf Convergence of Solomonoff’s Mixture
- Joint estimation of intersecting context tree models
- Perfect simulation of processes with long memory: a ``coupling into and from the past algorithm
- A locally optimal algorithm for estimating a generating partition from an observed time series and its application to anomaly detection
- Exponential inequalities for VLMC empirical trees
- Generative exponential smoothing and generative ARMA models to forecast time-variant rates or probabilities
- Estimating Information Rates with Confidence Intervals in Neural Spike Trains
- A tree-weighting approach to sequential decision problems with multiplicative loss
- Forecasting wind power ramps with prediction coordinates
- Composite Index Construction with Expert Opinion
- Hierarchical partitioning forecaster
- The power of amnesia: Learning probabilistic automata with variable memory length
- Posterior representations for Bayesian context trees: sampling, estimation and convergence
- Context tree selection: a unifying view
- Curious coincidences and Kolmogorov complexity
- Distributions of pattern statistics in sparse Markov models
- Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
- Predicting the synaptic information efficacy in cortical layer 5 pyramidal neurons using a minimal integrate-and-fire model
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