@inproceedings{594fdfac79f7424097a1d1ed98812473,
title = "Fundamental Limitations in Sequential Prediction and Recursive Algorithms: Lp Bounds via an Entropic Analysis",
abstract = "In this paper, we obtain fundamental Lp bounds in sequential prediction and recursive algorithms via an entropic analysis. Both classes of problems are examined by investigating the underlying entropic relationships of the data and/or noises involved, and the derived lower bounds may all be quantified in a conditional entropy characterization. We also study the conditions to achieve the generic bounds from an innovations' viewpoint.",
keywords = "Information theory, entropy, innovations, machine learning, recursive algorithm, sequential prediction",
author = "Song Fang and Quanyan Zhu",
note = "Funding Information: This work was supported in part by NSF under grant ECCS-1847056 and SES-1541164, in part by a U. S. DOT grant through C2SMART Center at NYU, and in part by the U.S. DHS through the CIRI under Grant 2015-ST- 061-CIRC01. Funding Information: This work was supported in part by NSF under grant ECCS-1847056 and SES-1541164, in part by a U. S. DOT grant through C2SMART Center at NYU, and in part by the U.S. DHS through the CIRI under Grant 2015-ST-061-CIRC01. Publisher Copyright: {\textcopyright} 2020 IEEE.; 54th Annual Conference on Information Sciences and Systems, CISS 2020 ; Conference date: 18-03-2020 Through 20-03-2020",
year = "2020",
month = mar,
doi = "10.1109/CISS48834.2020.1570617026",
language = "English (US)",
series = "2020 54th Annual Conference on Information Sciences and Systems, CISS 2020",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2020 54th Annual Conference on Information Sciences and Systems, CISS 2020",
}