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Convergence and loss bounds for Bayesian sequence prediction

Hutter, Marcus


The probability of observing xt at time t, given past observations x1 ⋯ xt-1 can be computed if the true generating distribution μ of the sequences x1x2x3 ⋯ is known. If μ is unknown, but known to belong to a class M one can base one's prediction on

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
Source: IEEE Transactions on Information Theory
DOI: 10.1109/TIT.2003.814488


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