A universal finite memory source

  • Authors:
  • M. J. Weinberger;J. J. Rissanen;M. Feder

  • Affiliations:
  • Hewlett-Packard Labs., Palo Alto, CA;-;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 1995

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Abstract

An irreducible parameterization for a finite memory source is constructed in the form of a tree machine. A universal information source for the set of finite memory sources is constructed by a predictive modification of an earlier studied algorithm-Context. It is shown that this universal source incorporates any minimal data-generating tree machine in an asymptotically optimal manner in the following sense: the negative logarithm of the probability it assigns to any long typical sequence, generated by any tree machine, approaches that assigned by the tree machine at the best possible rate