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ECML
2001
Springer
13 years 9 months ago
Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences
Solomonoff’s uncomputable universal prediction scheme ξ allows to predict the next
Marcus Hutter
ALT
2005
Springer
14 years 1 months ago
Monotone Conditional Complexity Bounds on Future Prediction Errors
We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor M from the true ...
Alexey V. Chernov, Marcus Hutter
TIT
2002
89views more  TIT 2002»
13 years 4 months ago
Universal linear least squares prediction: Upper and lower bounds
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
Andrew C. Singer, Suleyman Serdar Kozat, Meir Fede...
CORR
1999
Springer
71views Education» more  CORR 1999»
13 years 4 months ago
New Error Bounds for Solomonoff Prediction
Solomonoff sequence prediction is a scheme to predict digits of binary strings without knowing the underlying probability distribution. We call a prediction scheme informed when i...
Marcus Hutter
COLT
2004
Springer
13 years 10 months ago
Convergence of Discrete MDL for Sequential Prediction
We study the properties of the Minimum Description Length principle for sequence prediction, considering a two-part MDL estimator which is chosen from a countable class of models....
Jan Poland, Marcus Hutter