Universal prediction of random binary sequences in a noisy environment
DOI10.1214/aoap/1075828047zbMath1040.62085OpenAlexW2025310275MaRDI QIDQ1431550
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
filteringasymptotic optimalityShannon entropysequential decisionsmartingale differenceconditional mixinguniversal predictiongeneralized ergodic theoremprediction with expertsprediction with noise
Inference from stochastic processes and prediction (62M20) Statistical decision theory (62C99) Sequential statistical analysis (62L10) Statistical aspects of information-theoretic topics (62B10) Prediction theory (aspects of stochastic processes) (60G25)
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