Universal schemes for sequential decision from individual data sequences

DOI10.1109/18.243445MaRDI QIDQ4307330zbMATH OpenOpenAlexFDO

Authors Neri Merhav, Meir Feder

Publication date 4 October 1994

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b80d1ce5de19e3a5a20ded690bbdeb235dc1b87f

zbMATH Keywords

Bayes envelopeBayes responsefinite-state machinesLempel-Ziv algorithmrecursive least squaressequential decision algorithms

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Communication, information (94A99)

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Cited in

(7)

• Sequential inference and decision making for single mission systems development
• Randomized prediction of individual sequences
• Identification and Prediction
• Scanning and Sequential Decision Making for Multidimensional Data–Part I: The Noiseless Case
• Optimal sequential probability assignment for individual sequences
• AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
• A tree-weighting approach to sequential decision problems with multiplicative loss

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