Krichevsky–Trofimov estimator
In information theory, given an unknown stationary source π with alphabet A and a sample w from π, the Krichevsky–Trofimov (KT) estimator produces an estimate pi(w) of the probability of each symbol i ∈ A. This estimator is optimal in the sense that it minimizes the worst-case regret asymptotically.
For a binary alphabet and a string w with m zeroes and n ones, the KT estimator pi(w) is defined as:[1]
See also[]
References[]
- ^ Krichevsky, R. E. and Trofimov V. K. (1981), "The Performance of Universal Encoding", IEEE Trans. Inf. Theory, Vol. IT-27, No. 2, pp. 199–207.
Categories:
- Information theory
- Data compression
- Probability stubs