Work

Computational Limits to Nonparametric Estimation for Ergodic Processes

Year: 2011
Type: article
Abstract: A new negative result for nonparametric distribution estimation of binary ergodic processes is shown. The problem of estimation of distribution with any degree of accuracy is studied. Then it is shown that for any countable class of estimators there is a zero-entropy binary ergodic process that is inconsistent with the class of estimators. Our result is different from other negative results for universal forecasting scheme of ergodic processes.
Language: English
Open Access status: green
OpenAlex ID: W2048435255
FWCI: 0.594
Cites: 9
Cited by: 9
Related to: 10