Title :
Instances of exact prediction and a new type of inequalities obtained by anchoring
Author :
Topsøe, Flemming
Author_Institution :
Copenhagen Univ., Denmark
Abstract :
Prediction in Bernoulli sources is considered. Instead of looking at approximate or asymptotic results, we determine exactly certain optimal predictors. The results are still sporadic, and call for future extension. The technique depends on a new theoretical framework for certain optimization problems, and a new type of information inequalities, characterized by so-called anchoring
Keywords :
optimisation; prediction theory; Bernoulli sources; anchoring; exact prediction; inequalities; information inequalities; optimal predictors; optimization problems; Displays;
Conference_Titel :
Information Theory and Communications Workshop, 1999. Proceedings of the 1999 IEEE
Conference_Location :
Kruger National Park
Print_ISBN :
0-7803-5268-8
DOI :
10.1109/ITCOM.1999.781430