Almost Sure and Mean Convergence of Extended Stochastic Complexity (Special Section on Information Theory and Its Applications)
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概要
- 論文の詳細を見る
We analyze the extended stochastic complexity (ESC) which has been proposed by K. Yamanishi. The ESC can be applied to learning algorithms for on-line prediction and batch-learning settings. Yamanishi derived the upper bound of ESC satisfying uniformly for all data sequences and that of the asymptotic expectation of ESC. However, Yamanishi concentrates mainly on the worst case performance and the lower bound has not been derived. In this paper, we show some interesting properties of ESC which are similar to Bayesian statistics: the Bayes rule and the asymptotic normality. We then derive the asymptotic formula of ESC in the meaning of almost sure and mean convergence within an error of ο(1) using these properties.
- 社団法人電子情報通信学会の論文
- 1999-10-25
著者
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MATSUSHIMA Toshiyasu
Department of Applied Mathematics, Waseda University
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HIRASAWA Shigeichi
Department of Industrial and Management Systems Engineering, School of Creative Science and Engineer
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Hirasawa S
Waseda Univ. Tokyo Jpn
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Hirasawa Shigeichi
Department Of Industrial And Management Systems Engineering School Of Creative Science And Engineeri
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Hirasawa S
School Of Science And Engineering Waseda University
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Hirasawa Shigeichi
Department Of The Industrial And Management Systems Engineering School Of Science And Engineering Wa
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Hirasawa Shigeichi
The Department Of Industrial And Management Systems Engineering Waseda University
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Matsushima Toshiyasu
Department Of The Industrial And Management Systems Engineering School Of Science And Engineering Wa
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Matsushima Tomoko
The Department Of Information Engineering The Polytechnic University
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GOTOH Masayuki
Department of the Industrial and Management Systems Engineering, School of Science and Engineering,
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Matsushima Toshiyasu
Department Of Industrial Engineering And Management School Of Science And Engineering Waseda Univers
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Gotoh Masayuki
Department Of The Industrial And Management Systems Engineering School Of Science And Engineering Wa
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Hirasawa S
Department Of The Industrial And Management Systems Engineering School Of Science And Engineering Wa
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Matsushima T
Department Of The Industrial And Management Systems Engineering School Of Science And Engineering Wa
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