UNIVERSAL PREDICTION

Authors
MERHAV N FEDER M
Citation
N. Merhav et M. Feder, UNIVERSAL PREDICTION, IEEE transactions on information theory, 44(6), 1998, pp. 2124-2147
Citations number
128
Categorie Soggetti
Computer Science Information Systems","Engineering, Eletrical & Electronic","Computer Science Information Systems
Journal title
IEEE transactions on information theory → ACNP
ISSN journal
00189448
Volume
44
Issue
6
Year of publication
1998
Pages
2124 - 2147
Database
ISI
SICI code
0018-9448(1998)44:6<2124:>2.0.ZU;2-G
Abstract
This paper consists of an overview on universal prediction from an inf ormation-theoretic perspective. Special attention is given to the noti on 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.