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Convergence and error bounds for universal prediction of nonbinary sequences

Hutter, Marcus


Solomonoff’s uncomputable universal prediction scheme ξ allows to predict the next symbol x k of a sequence x 1 ...x k — 1 for any Turing computable, but otherwise unknown, probabilistic environment μ. This scheme will be generalized to arbitrary environmental classes, which, among others, allows the construction of computable universal prediction schemes ξ. Convergence of ξ to μ in a conditional mean squared sense and with μ probability 1 is proven. It is shown that the average number of...[Show more]

CollectionsANU Research Publications
Date published: 2001-09
Type: Conference paper
DOI: 10.1007/3-540-44795-4_21


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