Universal coding, information, prediction, and estimation

@article{Rissanen1984UniversalCI,
  title={Universal coding, information, prediction, and estimation},
  author={Jorma Rissanen},
  journal={IEEE Trans. Information Theory},
  year={1984},
  volume={30},
  pages={629-636}
}
A connection between universal codes and the problems of prediction and statistical estimation is established. A‘known lower bound for the mean length of universal codes is sharpened and generalized, and optimum universal codes constructed. The bound is defined to give the information in strings relative to the considered class of processes. The earlier derived minimum description length criterion for estimation of parameters, including their number, is given a fundamental information… CONTINUE READING
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