{"title":"Prediction and MDL for infinite sequences","authors":"Alexey Milovanov","doi":"10.1007/s00224-024-10180-0","DOIUrl":null,"url":null,"abstract":"<p>We combine Solomonoff’s approach to universal prediction with algorithmic statistics and suggest to use the computable measure that provides the best “explanation” for the observed data (in the sense of algorithmic statistics) for prediction. In this way we keep the expected sum of squares of prediction errors bounded (as it was for the Solomonoff’s predictor) and, moreover, guarantee that the sum of squares of prediction errors is bounded along any Martin-Löf random sequence. An extended abstract of this paper was presented at the 16th International Computer Science Symposium in Russia (CSR 2021) (Milovanov 2021).</p>","PeriodicalId":22832,"journal":{"name":"Theory of Computing Systems","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2024-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Computing Systems","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1007/s00224-024-10180-0","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, THEORY & METHODS","Score":null,"Total":0}
引用次数: 0
Abstract
We combine Solomonoff’s approach to universal prediction with algorithmic statistics and suggest to use the computable measure that provides the best “explanation” for the observed data (in the sense of algorithmic statistics) for prediction. In this way we keep the expected sum of squares of prediction errors bounded (as it was for the Solomonoff’s predictor) and, moreover, guarantee that the sum of squares of prediction errors is bounded along any Martin-Löf random sequence. An extended abstract of this paper was presented at the 16th International Computer Science Symposium in Russia (CSR 2021) (Milovanov 2021).
期刊介绍:
TOCS is devoted to publishing original research from all areas of theoretical computer science, ranging from foundational areas such as computational complexity, to fundamental areas such as algorithms and data structures, to focused areas such as parallel and distributed algorithms and architectures.