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
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