Agnostic Classiication of Markovian Sequences

  title={Agnostic Classiication of Markovian Sequences},
  author={MarkovianSequencesRan El-Yaniv and Shai Fine and Naftali Tishby},
Classiication of nite sequences without explicit knowledge of their statistical nature is a fundamental problem with many important applications. We propose a new information theoretic approach to this problem which is based on the following ingredients: (i) sequences are similar when they are likely to be generated by the same source; (ii) cross entropies… CONTINUE READING