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Predicting the outcomes of every process for which an asymptotically accurate stationary predictor exists is impossible. / Ryabko, Daniil; Ryabko, Boris.
Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015. Institute of Electrical and Electronics Engineers Inc., 2015. стр. 1204-1206 7282646 (IEEE International Symposium on Information Theory - Proceedings; Том 2015-June).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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TY - GEN
T1 - Predicting the outcomes of every process for which an asymptotically accurate stationary predictor exists is impossible
AU - Ryabko, Daniil
AU - Ryabko, Boris
PY - 2015/9/28
Y1 - 2015/9/28
N2 - The problem of prediction consists in forecasting the conditional distribution of the next outcome given the past. Assume that the source generating the data is such that there is a stationary predictor whose error converges to zero (in a certain sense). The question is whether there is a universal predictor for all such sources, that is, a predictor whose error goes to zero if any of the sources that have this property is chosen to generate the data. This question is answered in the negative, contrasting a number of previously established positive results concerning related but smaller sets of processes.
AB - The problem of prediction consists in forecasting the conditional distribution of the next outcome given the past. Assume that the source generating the data is such that there is a stationary predictor whose error converges to zero (in a certain sense). The question is whether there is a universal predictor for all such sources, that is, a predictor whose error goes to zero if any of the sources that have this property is chosen to generate the data. This question is answered in the negative, contrasting a number of previously established positive results concerning related but smaller sets of processes.
UR - http://www.scopus.com/inward/record.url?scp=84969786555&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2015.7282646
DO - 10.1109/ISIT.2015.7282646
M3 - Conference contribution
AN - SCOPUS:84969786555
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 1204
EP - 1206
BT - Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - IEEE International Symposium on Information Theory, ISIT 2015
Y2 - 14 June 2015 through 19 June 2015
ER -
ID: 25331330