Universal Codes From Switching Strategies

We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalization of the concept of universal coding. We describe a graphical language based on hidden Markov models for defining prediction strategies, and we provide both existing and new mod...

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Bibliographic Details
Published in:IEEE transactions on information theory 2013-11, Vol.59 (11), p.7168-7185
Main Authors: Koolen, Wouter M., de Rooij, Steven
Format: Article
Language:English
Subjects:
Algorithm design and analysis
Algorithms
Applied sciences
Bayes methods
Codes
Coding, codes
Encoding
Exact sciences and technology
Expert tracking
Hidden Markov models
hidden Markov models (HMMs)
individual sequence
Information theory
Information, signal and communications theory
Interpolation
Markov analysis
Prediction algorithms
prediction with expert advice
Predictive models
regret
Signal and communications theory
Switches
Switching and signalling
Systems, networks and services of telecommunications
Telecommunications
Telecommunications and information theory
universal coding
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