Prediction of Large Alphabet Processes and Its Application to Adaptive Source Coding
<|reference_start|>Prediction of Large Alphabet Processes and Its Application to Adaptive Source Coding: The problem of predicting a sequence $x_1,x_2,...$ generated by a discrete source with unknown statistics is considered. Each letter $x_{t+1}$ is predicted using information on the word $x_1x_2... x_t$ only. In fact, this problem is a classical problem which has received much attention. Its history can be traced back to Laplace. We address the problem where each $x_i$ belongs to some large (or even infinite) alphabet. A method is presented for which the precision is greater than for known algorithms, where precision is estimated by the Kullback-Leibler divergence. The results can readily be translated to results about adaptive coding.<|reference_end|>
@article{ryabko2005prediction,
    title={Prediction of Large Alphabet Processes and Its Application to Adaptive
  Source Coding},
    author={Boris Ryabko, Jaakko Astola},
    journal={arXiv preprint arXiv:cs/0504079},
    year={2005},
    archivePrefix={arXiv},
    eprint={cs/0504079},
    primaryClass={cs.IT math.IT}
}