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2010

Twice-universal simulation of Markov sources and individual sequences

8 years 5 months ago
Twice-universal simulation of Markov sources and individual sequences
Abstract-- The problem of universal simulation given a training sequence is studied both in a stochastic setting and for individual sequences. In the stochastic setting, the training sequence is assumed to be emitted by a Markov source of unknown order, extending previous work where the order is assumed known and leading to the notion of twice-universal simulation. A simulation scheme, which partitions the set of sequences of a given length into classes, is proposed for this setting and shown to be asymptotically optimal. This partition extends the notion of type classes to the twice-universal setting. In the individual sequence scenario, the same simulation scheme is shown to generate sequences which are statistically similar, in a strong sense, to the training sequence, for statistics of any order, while essentially maximizing the uncertainty on the output.
Alvaro Martín, Neri Merhav, Gadiel Seroussi
Added 22 May 2011
Updated 22 May 2011
Type Journal
Year 2010
Where TIT
Authors Alvaro Martín, Neri Merhav, Gadiel Seroussi, Marcelo J. Weinberger
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