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On Context-Tree Prediction of Individual Sequences

2007
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IEEE Transactions on Information Theory
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Motivated by the evident success of context-tree based methods in lossless data compression, we explore, in this paper, methods of the same spirit in universal prediction of individual sequences. By context-tree prediction, we refer to a family of prediction schemes, where at each time instant t, after having observed all outcomes of the data sequence x 1 , . . . , x t−1 , but not yet x t , the prediction is based on a "context" (or a state) that consists of the k most recent past outcomes x

doi:10.1109/tit.2007.894647
fatcat:iake7jjyh5hgheoyh6xn2jvzme