Universal prediction 论文

详细信息

发表期刊/会议

IEEE Transactions on Information Theory

发表日期

1998-01-01

发表年份

1998

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 analogy and the differences between results in the two settings.