Learn More
We introduce the problem of a single source attempting to communicate information simultaneously to several receivers. The intent is to model the situation of a broadcaster with multiple receivers or a lecturer with many listeners. Thus several different channels with a common input alphabet are specified. We shall determine the families of simultaneously(More)
We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let x i = x i 1 ; x i 2 ; : : : ; x im t denote the performance of the stock market on day i ; where x ij is the factor by which the j-th stock increases on day i : Let b i = b i 1 ; b i 2 ; : : : ; b im t ; b ij 0; P j b ij = 1 ; denote the(More)
The minimum complexity or minimum description length criterion developed by Kolmogorov, Rissanen, Wallace, So&in, and others leads to consistent probability density estimators. These density estimators are defined to achieve the best compromise between likelihood and simplicity. A related issue is the compromise between accuracy of approximations and(More)
Absrmcr-Let {(q, r$)}#L* be a source of independealt identicauy distributed (i.i.d.) disc&e random variables with joint probability mass function p(u,o) and common part w-f(u)=g(u) in the sense of Witsenbawn, Gacs, and Kkner. It is shown that such a source can be sent with arbitrarily small probability of error over a multiple access ChaMel (MAC) {Xl(More)
This paper develops the separating capacities of families of nonlinear decision surfaces by a direct application of a theorem in classical combinatorial geometry. It is shown that a family of surfaces having d degrees of freedom has a natural separating capacity of 2d pattern vectors, thus extending and unifying results of Winder and others on the(More)
We present a sequential investment algorithm, the-weighted universal portfolio with side-information, which a c hieves, to rst order in the exponent, the same wealth as the best side-information dependent i n v estment strategy the best state-constant re-balanced portfolio determined in hindsight from observed market and side-information outcomes. This is(More)