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Related papers: Sequence Prediction based on Monotone Complexity

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We study the possible growth rates of the Kolmogorov complexity of initial segments of sequences that are random with respect to some computable measure on $2^\omega$, the so-called proper sequences. Our main results are as follows: (1) We…

Logic · Mathematics 2016-11-09 Rupert Hölzl , Christopher P. Porter

We present two approaches for next step linear prediction of long memory time series. The first is based on the truncation of the Wiener-Kolmogorov predictor by restricting the observations to the last $k$ terms, which are the only…

Statistics Theory · Mathematics 2007-06-13 Fanny Godet

We investigate the short-context dominance hypothesis: that for most sequences, a small local prefix suffices to predict their next tokens. Using large language models as statistical oracles, we measure the minimum context length (MCL)…

Computation and Language · Computer Science 2026-02-11 Vala Vakilian , Zimeng Wang , Ankit Singh Rawat , Christos Thrampoulidis

The Minimum Description Length (MDL) principle selects the model that has the shortest code for data plus model. We show that for a countable class of models, MDL predictions are close to the true distribution in a strong sense. The result…

Probability · Mathematics 2010-12-30 Marcus Hutter

In the era of Big Data, Markov chain Monte Carlo (MCMC) methods, which are currently essential for Bayesian estimation, face significant computational challenges owing to their sequential nature. To achieve a faster and more effective…

Computation · Statistics 2024-11-08 Tomoki Matsumoto

Scientists and engineers are often interested in learning the number of subpopulations (or components) present in a data set. A common suggestion is to use a finite mixture model (FMM) with a prior on the number of components. Past work has…

Statistics Theory · Mathematics 2021-07-08 Diana Cai , Trevor Campbell , Tamara Broderick

Machine learning (ML) models for molecules and materials commonly rely on a decomposition of the global target quantity into local, atom-centered contributions. This approach is convenient from a computational perspective, enabling…

The Minimum Description Length (MDL) principle is solidly based on a provably ideal method of inference using Kolmogorov complexity. We test how the theory behaves in practice on a general problem in model selection: that of learning the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Qiong Gao , Ming Li , Paul Vitanyi

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…

Probability · Mathematics 2018-12-21 Dieter Armbruster , Simone Göttlich , Stephan Knapp

In some problems there is information about the destination of a moving object. An example is an airliner flying from an origin to a destination. Such problems have three main components: an origin, a destination, and motion in between. To…

Systems and Control · Computer Science 2021-03-16 Reza Rezaie , X. Rong Li

The Coding Theorem of L.A. Levin connects unconditional prefix Kolmogorov complexity with the discrete universal distribution. There are conditional versions referred to in several publications but as yet there exist no written proofs in…

Information Theory · Computer Science 2013-01-23 Paul M. B. Vitanyi

Many theorems about Kolmogorov complexity rely on existence of combinatorial objects with specific properties. Usually the probabilistic method gives such objects with better parameters than explicit constructions do. But the probabilistic…

Computational Complexity · Computer Science 2012-03-12 Daniil Musatov

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

Artificial Intelligence · Computer Science 2016-05-17 Yura N Perov , Tuan Anh Le , Frank Wood

The Bayesian framework is a well-studied and successful framework for inductive reasoning, which includes hypothesis testing and confirmation, parameter estimation, sequence prediction, classification, and regression. But standard…

Statistics Theory · Mathematics 2008-06-26 Marcus Hutter

We consider the problem of predicting the next observation given a sequence of past observations, and consider the extent to which accurate prediction requires complex algorithms that explicitly leverage long-range dependencies. Perhaps…

Machine Learning · Computer Science 2018-06-29 Vatsal Sharan , Sham Kakade , Percy Liang , Gregory Valiant

We study neural network compressibility by using singular learning theory to extend the minimum description length (MDL) principle to singular models like neural networks. Through extensive experiments on the Pythia suite with quantization,…

Machine Learning · Statistics 2025-10-15 Einar Urdshals , Edmund Lau , Jesse Hoogland , Stan van Wingerden , Daniel Murfet

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

The main goal of this paper is to put some known results in a common perspective and to simplify their proofs. We start with a simple proof of a result from (Vereshchagin, 2002) saying that $\limsup_n\KS(x|n)$ (here $\KS(x|n)$ is…

Computational Complexity · Computer Science 2008-02-21 Laurent Bienvenu , Andrej Muchnik , Alexander Shen , Nikolay Vereshchagin

Link prediction in graphs is an important task in the fields of network science and machine learning. We investigate a flexible means of regularization for link prediction based on an approximation of the Kolmogorov complexity of graphs…

Machine Learning · Computer Science 2021-02-24 Paris D. L. Flood , Ramon Viñas , Pietro Liò