Universal prediction of random binary sequences in a noisy environment

DOI10.1214/AOAP/1075828047MaRDI QIDQ1431550zbMATH OpenOpenAlexFDO

Authors Tsachy Weissman, Neri Merhav

Publication date 10 June 2004

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1075828047

zbMATH Keywords

Shannon entropyfilteringasymptotic optimalitymartingale differencesequential decisionsconditional mixinguniversal predictiongeneralized ergodic theoremprediction with expertsprediction with noise

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Sequential statistical analysis (62L10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Statistical decision theory (62C99)

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Cites work

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• Robust Wiener filtering for multiple inputs with channel distortion (Corresp.)
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• Robust Wiener- Kolmogorov theory
• Robust techniques for signal processing: A survey
• Sequential prediction of individual sequences under general loss functions
• The strong law of large numbers for sequential decisions under uncertainty
• Twofold universal prediction schemes for achieving the finite-state predictability of a noisy individual binary sequence
• Universal prediction
• Universal prediction of individual binary sequences in the presence of noise
• Universal prediction of individual sequences

Cited in

(5)

• Universal prediction of individual binary sequences in the presence of noise
• On universal estimates for binary renewal processes
• How to Filter an “Individual Sequence With Feedback”
• Ergodicity, Decisions, and Partial Information
• scientific article; zbMATH DE number 4123114 (Why is no real title available?)

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