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Universal probability-free prediction

2016-03-14 · Vladimir Vovk, Dusko Pavlovic

We construct universal prediction systems in the spirit of Popper's falsifiability and Kolmogorov complexity and randomness. These prediction systems do not depend on any statistical assumptions (but under the IID assumption they dominate, to within the usual accuracy, conformal prediction). Our constructions give rise to a theory of algorithmic complexity and randomness of time containing analogues of several notions and results of the classical theory of Kolmogorov complexity and randomness.

📄 PDF Abstract BibTeX arXiv:1603.04283

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