Piecewise Constant Prediction

[摘要] Minimax prediction of binary sequences is investigated for cases in which the predictor is forced to issue a piecewise constant prediction. The minimax strategy is characterized for Hamming loss whereas, for logarithmic loss, an asymptotically minimax strategy which achieves the leading term of the asymptotic minimax redundancy, is proposed. The average redundancy case is also analyzed for i.i.d. distributions. The piecewise constant prediction paradigm may be of relevance to resource constrained settings.

[发布机构] HP Development Company

[学科分类] 计算机科学（综合）

[关键词] prediction;data compression;minimax strategies;universal schemes