107 search results - page 3 / 22 » General Loss Bounds for Universal Sequence Prediction |
CORR
1999
Springer
13 years 4 months ago
1999
Springer
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...
TSP
2010
12 years 12 months ago
2010
Abstract--In this paper, we consider a competitive approach to sequential decision problems, suitable for a variety of signal processing applications where at each of a succession ...
COLT
2003
Springer
13 years 10 months ago
2003
Springer
This paper studies sequence prediction based on the monotone Kolmogorov complexity Km=−log m, i.e. based on universal deterministic/one-part MDL. m is extremely close to Solomon...
COLT
2010
Springer
13 years 3 months ago
2010
Springer
We analyze the regret, measured in terms of log loss, of the maximum likelihood (ML) sequential prediction strategy. This "follow the leader" strategy also defines one o...
CORR
2006
Springer
13 years 5 months ago
2006
Springer
The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total...