An overview of statistical and information-theoretic aspects of hidden Markov processes (HMPs) is presented and consistency and asymptotic normality of the maximum-likelihood parameter estimator were proved under some mild conditions.Expand

Both the probabilistic setting and the deterministic setting of the universal prediction problem are described with emphasis on the analogy and the differences between results in the two settings.Expand

In contrast to the classical matched decoding case, here, under the mismatched decoding regime, the highest achievable rate depends on whether the performance criterion is the bit error rate or the message error probability and whether the coding strategy is deterministic or randomized.Expand

This work investigates the problem of guessing a random vector X within distortion level D and proposes an asymptotically optimal guessing scheme that is universal both with respect to the information source and the value of /spl rho/.Expand

It is demonstrated that a source that is not successively refinable in the ordinary sense may become successivelyRefinement in the presence of SI at the decoders, in the Wyner-Ziv setting.Expand

An efficient prediction procedure based on the incremental parsing procedure of the Lempel-Ziv data compression algorithm is shown to achieve asymptotically the finite-state predictability of an infinite sequence.Expand

The minimax regret approach can improve the performance over both the minimax MSE approach and a "plug in" approach, in which the estimator is chosen to be equal to the MMSE estimator with an estimated covariance matrix replacing the true unknown covariance.Expand

This work shows that the capacity of the channel induced by a given class of sources is essentially a lower bound also in a stronger sense, that is, for "most" sources in the class, and extends Rissanen's (1984, 1986) lower bound for parametric families.Expand

The authors present a channel coding theorem for the equivocation which, unlike the channel coding algorithm for error probability, is meaningful at all rates.Expand

Asymptotically optimal strategies for both encryption and guessing are demonstrated, which are universal in the sense of being independent of the statistics of the source.Expand