We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor M from the true ...
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
Andrew C. Singer, Suleyman Serdar Kozat, Meir Fede...
Solomonoff sequence prediction is a scheme to predict digits of binary strings without knowing the underlying probability distribution. We call a prediction scheme informed when i...
We study the properties of the Minimum Description Length principle for sequence prediction, considering a two-part MDL estimator which is chosen from a countable class of models....