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Universal prediction

被引：280
作者：
Merhav, N [1 ]
Feder, M
机构：
[1] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel
[2] Tel Aviv Univ, Dept Elect Engn Syst, IL-69978 Tel Aviv, Israel
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 1998年 / 44卷 / 06期
基金：
以色列科学基金会;
关键词：
Bayes envelope; entropy; finite-state machine; linear prediction; loss function; probability assignment; redundancy-capacity; stochastic complexity; universal coding; universal prediction;
D O I：
10.1109/18.720534
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper consists of an overview on universal prediction from an information-theoretic perspective. Special attention is given to the notion of probability assignment under the self-information loss function, which is directly related to the theory of universal data compression. Both the probabilistic setting and the deterministic setting of the universal prediction problem are described with emphasis on the analog and the differences between results in the two settings.
引用
收藏
页码：2124 / 2147
页数：24
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