2006/01/01 by Daniil Ryabko, Ryabko, Daniil, Marcus Hütter +1
Computer Science · #Computability, Logic, AI Algorithms #Algorithms and Data Compression #semigroups and automata theory
paper · doi:10.4230/dagsemproc.06201.6
We address the problem of sequence prediction for nonstationary stochastic processes. In particular, given two measures on the set of one-way infinite sequences over a finite alphabet, consider the question whether one of the measures predicts the other. We find some conditions on local absolute continuity under which prediction is possible.