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Abstract: Let X = f(X t ; Y t )g t2Z be a stationary time series where X t is binary-valued and Y t , the noisy observation of X t , is real-valued. Letting P denote the probability measure governing the joint process f(X t ; Y t )g, we characterize U(l; P), the optimal asymptotic average performance of a predictor allowed to base its prediction for X t on Y 1 ; : : : ; Y t\Gamma1 , where performance is evaluated using the loss function l. It is shown that the stationarity and ergodicity of P, combined... (Update)
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...method to de ne randomized predictors for binary ergodic processes. Related methods were recently applied by Weissman and Merhav [42, 43] to the prediction of individual and ergodic binary sequences. Aggregating methods were applied in a di erent way by Foster [18] to...
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BibTeX entry: (Update)
T. Weissman and N. Merhav, Universal prediction of random binary sequences in a noisy environment, Preprint, 2000. http://citeseer.ist.psu.edu/article/weissman00universal.html More
@misc{ weissman00universal,
author = "T. Weissman and N. Merhav",
title = "Universal prediction of random binary sequences in a noisy environment",
text = "T. Weissman and N. Merhav, Universal prediction of random binary sequences
in a noisy environment, Preprint, 2000.",
year = "2000",
url = "citeseer.ist.psu.edu/article/weissman00universal.html" }
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