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Prequential Plug-In Codes that Achieve Optimal Redundancy Rates even if the Model is Wrong
Prequential Plug-In Codes Optimal Redundancy Rates Model
2010/3/11
We analyse the prequential plug-in codes relative
to one-parameter exponential families M. We show that if data
are sampled i.i.d. from some distribution outside M, then the
redundancy of any plug-...
The Redundancy of a Computable Code on a Noncomputable Distribution
Redundancy Computable Code Noncomputable Distribution
2010/3/17
We introduce new definitions of universal and
superuniversal computable codes, which are based on a code’s
ability to approximate Kolmogorov complexity within the prescribed
margin for all individu...