The asymptotic redundancy of Bayes rules for Markov chains

被引：32
作者：
Atteson, K [1 ]
机构：
[1] Yale Univ, Dept Biol, New Haven, CT 06520 USA
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 1999年 / 45卷 / 06期
关键词：
asymptotics; Bayesian statistics; Markov chains; universal coding;
D O I：
10.1109/18.782149
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We derive the asymptotics of the redundancy of Bayes rules for Markov chains of fixed order over a finite alphabet, extending the work of Barren and Clarke on independent and identically distributed (i.i.d.) sources. The asymptotics are derived when the actual source is the class of phi-mixing sources which strictly includes Markov chains. These results can be used to derive minimax asymptotic: rates of convergence for universal codes when a Markov chain of fixed order is used as a model.
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页码：2104 / 2109
页数：6
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