arXiv subjects
Publications and source records attributed to Boris Ryabko.
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are suggested.
The problem of predicting a sequence $x_1,x_2,...$ generated by a discrete source with unknown statistics is considered. Each letter $x_{t+1}$ is predicted using information on the word $x_1x_2... x_t$ only. In fact, this problem is a classical problem which has received much attention. Its history can be traced back to Laplace. We address the problem where each $x_i$ belongs to some large (or even infinite) alphabet. A method is presented for which the precision is greater than for known algorithms, where precision is estimated by the Kullback-Leibler divergence. The results can readily be translated to results about adaptive coding.
We address the problem of constructing a fast lossless code in the case when the source alphabet is large. The main idea of the new scheme may be described as follows. We group letters with small probabilities in subsets (acting as super letters) and use time consuming coding for these subsets only, whereas letters in the subsets have the same code length and therefore can be coded fast. The described scheme can be applied to sources with known and unknown statistics.