The DOI matches its Crossref record; 67 of the 67 references it cites were found in a registry or an index.
Universal prediction
Abstract
This paper consists of an overview on universal prediction from an information-theoretic perspective. Special attention is given to the notion of probability assignment under the self-information loss function, which is directly related to the theory of universal data compression. Both the probabilistic setting and the deterministic setting of the universal prediction problem are described with emphasis on the analogy and the differences between results in the two settings.
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Citations
Cites
Estimating the Dimension of a Model
Schwarz, G. (1978) · The Annals of Statistics · doi:10.1214/aos/1176344136 · Cited by 47,033
Elements of Information Theory
Cover, T. M., & Thomas, J. A. (2001) · Wiley eBooks · doi:10.1002/0471200611 · Cited by 36,808
Probability, Random Variables, and Stochastic Processes.
Abrahams, J., & Papoulis, A. (1984) · Journal of the American Statistical Association · doi:10.2307/2288754 · Cited by 16,226
Rockafellar, R. T. (1970) · Princeton University Press eBooks · doi:10.1515/9781400873173 · Cited by 10,801
Modeling by shortest data description
Rissanen, J. (1978) · Automatica · doi:10.1016/0005-1098(78)90005-5 · Cited by 6,011
A universal algorithm for sequential data compression
Ziv, J., & Lempel, A. (1977) · IEEE Transactions on Information Theory · doi:10.1109/tit.1977.1055714 · Cited by 5,456
Extrapolation, Interpolation, and Smoothing of Stationary Time Series: With Engineering Applications
Wiener, N. (1949) · The MIT Press eBooks · doi:10.7551/mitpress/2946.001.0001 · Cited by 4,826
Compression of individual sequences via variable-rate coding
Ziv, J., & Lempel, A. (1978) · IEEE Transactions on Information Theory · doi:10.1109/tit.1978.1055934 · Cited by 3,432
On the Complexity of Finite Sequences
Lempel, A., & Ziv, J. (1976) · IEEE Transactions on Information Theory · doi:10.1109/tit.1976.1055501 · Cited by 2,717
Prediction and Entropy of Printed English
Shannon, C. E. (1951) · Bell System Technical Journal · doi:10.1002/j.1538-7305.1951.tb01366.x · Cited by 2,686
Metadata
- Authors
- Merhav, N., & Feder, M.
- Venue
- IEEE Transactions on Information Theory
- Published
- 1998
- Volume
- 44
- Issue
- 6
- Pages
- 2124-2147
- ISSN
- 0018-9448 (ISSN-L)
- OpenAlex
- W2294584261
- Cited by
- 438
- References
- 67
- FWCI
- 10.94
- Type
- journal article
- Language
- en
- Open access
- closed
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- Merhav, N., & Feder, M. (1998). Universal prediction. IEEE Transactions on Information Theory. https://doi.org/10.1109/18.720534
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.