Related papers: Convergence and Error Bounds for Universal Predict…
An a priori semimeasure (also known as "algorithmic probability" or "the Solomonoff prior" in the context of inductive inference) is defined as the transformation, by a given universal monotone Turing machine, of the uniform measure on the…
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. This applies in particular to the important case of…
Solomonoff Induction is an optimal-in-the-limit unbounded algorithm for sequence prediction, representing a Bayesian mixture of every computable probability distribution and performing close to optimally in predicting any computable…
Universally achievable error exponents pertaining to certain families of channels (most notably, discrete memoryless channels (DMC's)), and various ensembles of random codes, are studied by combining the competitive minimax approach,…
The universal approximation theorem is generalised to uniform convergence on the (noncompact) input space $\mathbb{R}^n$. All continuous functions that vanish at infinity can be uniformly approximated by neural networks with one hidden…
This paper studies sequence prediction based on the monotone Kolmogorov complexity Km=-log m, i.e. based on universal deterministic/one-part MDL. m is extremely close to Solomonoff's prior M, the latter being an excellent predictor in…
Solomonoff's inductive learning model is a powerful, universal and highly elegant theory of sequence prediction. Its critical flaw is that it is incomputable and thus cannot be used in practice. It is sometimes suggested that it may still…
The forward prediction problem for a binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of the process…
Motivated by the Central Limit Theorem, in this paper, we study both universal and non-universal simulations of random variables with an arbitrary target distribution $Q_{Y}$ by general mappings, not limited to linear ones (as in the…
Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…
We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…
We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalisation of the concept of universal coding. We describe a graphical language based on Hidden Markov Models for defining…
We introduce new definitions of universal and superuniversal computable codes, which are based on a code's ability to approximate Kolmogorov complexity within the prescribed margin for all individual sequences from a given set. Such sets of…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…
We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…
An infinite sequence $\alpha$ over an alphabet $\Sigma$ is $\mu$-distributed w.r.t. a probability map $\mu$ if, for every finite string $w$, the limiting frequency of $w$ in $\alpha$ exists and equals $\mu(w)$. %We raise the question of how…
A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…
The fundamental result of Li, Long, and Srinivasan on approximations of set systems has become a key tool across several communities such as learning theory, algorithms, computational geometry, combinatorics and data analysis. The goal of…
For a fixed alphabet $A$, an infinite sequence $X$ is said to be normal if every word $w$ over $A$ appears in $X$ with the same frequency as any other word of the same length. A classical result of Agafonov (1966) relates normality to…