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Minimax vs. Bayes Prediction
Published online by Cambridge University Press: 27 July 2009
Extract
Let x = (x1, x2, …) be an infinite sequence of 0's and 1's, initially unknown to you. On day n = 1,2,…, you observe hn = (x1, …, xn–1), the first n – 1 terms of the sequence, and must predict xn. What is a good prediction method, and how well can you do?
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 9 , Issue 1 , January 1995 , pp. 53 - 58
- Copyright
- Copyright © Cambridge University Press 1995
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