Optimal prediction of Markov chains with and without spectral gap conditions

Keyphrases

• Markov Chain 100%
• Spectral Gap 100%
• Risk Prediction 100%
• Spectral Gap Condition 100%
• Optimal Prediction 100%
• Learning Problems 33%
• Two-state 33%
• Irreducible 33%
• Kullback-Leibler Divergence 33%
• Dependent Data 33%
• Number of Parameters 33%
• Memory Effect 33%
• Markov Model 33%
• Optimal Rate 33%
• Universal Compression 33%
• Parametric Rate 33%
• Stationary Markov Chain 33%

Mathematics

• Markov Chain 100%
• Gap Condition 100%
• Coincides 33%
• Irreducibles 33%
• Parametric 33%
• Kullback-Leibler Divergence 33%
• Memory Effect 33%
• Dependent Data 33%

Computer Science

• Markov Chain 100%
• Learning Problem 33%
• Leibler Divergence 33%