On performance of prediction using side information

概要

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In this paper, prediction using side information is studied. This problem has been investigated as predictive inference in the field of Bayesian theory and as on-line learning in the field of learning theory. The prediction problem under consideration is to predict-log p(y mid x)using given side information x.It is regarded as universal coding given side information. The Bayes risk of the Bayes predictive inference and the maxmini risk correspond to the mutual information of a certain multi-terminal channel and its capacity, respectively. In a certain prediction model, I.e., a multi-terminal channel, the Bayes optimum prediction is derived. Moreover, the asymptotic forms of Bayes risk and maximin risk are shown. This maximin risk is regarded as a difficulty measure of predictive inference and learning.
社団法人電子情報通信学会の論文
1998-05-15