Predicting non-stationary processes

DOI10.1016/j.aml.2007.04.004zbMath1145.60023OpenAlexW2154658964WikidataQ58012402 ScholiaQ58012402MaRDI QIDQ2425399

Daniil Ryabko, Marcus Hutter

Publication date: 5 May 2008

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/15002

zbMATH Keywords

sequence predictionabsolute/KL divergenceaverage/expected criterialocal absolute continuitymixture of measuresnon-stationary measures

Mathematics Subject Classification ID

Distribution theory (60E99) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

Unnamed Item, Open problems in universal induction \& intelligence, Some Sufficient Conditions on an Arbitrary Class of Stochastic Processes for the Existence of a Predictor, On the possibility of learning in reactive environments with arbitrary dependence

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