• DocumentCode
    2390058
  • Title

    A generalized minmax bound for universal coding

  • Author

    Rissanen, J.

  • Author_Institution
    IBM Almaden Res. Center, San Jose, CA, USA
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    324
  • Abstract
    The normalized maximum likelihood distribution as a code minimizes the mean code length distance to the ideal target, defined by the negative logarithm of the maximized likelihood of a parametric class of models, where the mean is taken with respect to the worst case model outside the parametric class. The same minmax bound is in essence the lower bound for all codes when the mean is taken with respect to almost all distributions that minimize the mean ideal target. These results strengthen the known bound when the mean is restricted to the parametric class
  • Keywords
    encoding; maximum likelihood estimation; minimax techniques; generalized minmax bound; ideal target; mean code length distance; mean ideal target; negative logarithm; normalized maximum likelihood distribution; parametric class; universal coding; worst case model; Bayesian methods; Data compression; Density functional theory; Electronic mail; Information theory; Maximum likelihood estimation; Minimax techniques; Parametric statistics; Robustness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2000. Proceedings. IEEE International Symposium on
  • Conference_Location
    Sorrento
  • Print_ISBN
    0-7803-5857-0
  • Type

    conf

  • DOI
    10.1109/ISIT.2000.866622
  • Filename
    866622