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A universal finite memory source

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3 Author(s)
M. J. Weinberger ; Hewlett-Packard Labs., Palo Alto, CA, USA ; J. J. Rissanen ; M. Feder

An irreducible parameterization for a finite memory source is constructed in the form of a tree machine. A universal information source for the set of finite memory sources is constructed by a predictive modification of an earlier studied algorithm-Context. It is shown that this universal source incorporates any minimal data-generating tree machine in an asymptotically optimal manner in the following sense: the negative logarithm of the probability it assigns to any long typical sequence, generated by any tree machine, approaches that assigned by the tree machine at the best possible rate

Published in:

IEEE Transactions on Information Theory  (Volume:41 ,  Issue: 3 )