Predictions and algorithmic statistics for infinite sequence

Abstract

Consider the following prediction problem. Assume that there is a block box that produces bits according to some unknown computable distribution on the binary tree. We know first $n$ bits $x_1 x_2 \ldots x_n$. We want to know the probability of the event that that the next bit is equal to $1$. Solomonoff suggested to use universal semimeasure $m$ for solving this task. He proved that for every computable distribution $P$ and for every $b \in \{0,1\}$ the following holds: $$\sum_{n=1}^{\infty}\sum_{x: l(x)=n} P(x) (P(b | x) - m(b | x))^2 < \infty\ .$$ However, Solomonoff's method has a negative aspect: Hutter and Muchnik proved that there are an universal semimeasure $m$, computable distribution $P$ and a random (in Martin-L{\"o}f sense) sequence $x_1 x_2\ldots$ such that $\lim_{n \to \infty} P(x_{n+1} | x_1\ldots x_n) - m(x_{n+1} | x_1\ldots x_n) \nrightarrow 0$. We suggest a new way for prediction. For every finite string $x$ we predict the new bit according to the best (in some sence) distribution for $x$. We prove the similar result as Solomonoff theorem for our way of prediction. Also we show that our method of prediction has no that negative aspect as Solomonoff's method.