Prequential plug-in codes that achieve optimal redundancy rates even if the model is wrong

Peter Grunwald, Wojciech Kotlowski. Prequential plug-in codes that achieve optimal redundancy rates even if the model is wrong. In IEEE International Symposium on Information Theory, ISIT 2010, June 13-18, 2010, Austin, Texas, USA, Proceedings. pages 1383-1387, IEEE, 2010. [doi]

Abstract

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