## Universal prediction (1998)

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### Other Repositories/Bibliography

by
Neri Merhav
,
Meir Feder

Venue: | IEEE TRANSACTIONS ON INFORMATION THEORY |

Citations: | 136 - 11 self |

### BibTeX

@ARTICLE{Merhav98universalprediction,

author = {Neri Merhav and Meir Feder},

title = {Universal prediction},

journal = {IEEE TRANSACTIONS ON INFORMATION THEORY},

year = {1998},

volume = {44},

number = {6}

}

### Years of Citing Articles

### OpenURL

### Abstract

This paper consists of an overview on universal prediction from an information-theoretic perspective. Special attention is given to the notion of probability assignment under the self-information loss function, which is directly related to the theory of universal data compression. Both the probabilistic setting and the deterministic setting of the universal prediction problem are described with emphasis on the analogy and the differences between results in the two settings.