Algorithmic Complexity Bounds on Future Prediction Errors

We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor $M$ from the true distribution $mu$ by the algorithmic complexity of $mu$. Here we assume we are at a time $t>1$ and already observed $x=x_1...x_t$. We bound the future prediction performance on $x_{t+1}x_{t+2}...$ by a new variant of algorithmic complexity of $mu$ given $x$, plus the complexity of the randomness deficiency of $x$. The new complexity is monotone in its condition in the sense that this complexity can only decrease if the condition is prolonged. We also briefly discuss potential generalizations to Bayesian model classes and to classification problems.Comment: 21 page

Notes on sum-tests and independence tests

We study statistical sum-tests and independence tests, in particular for computably enumerable semimeasures on a discrete domain. Among other things, we prove that for universal semimeasures every Sigma0/1-sum-test is bounded, but unbounded Pi0/1-sum-tests exist, and we study to what extent the latter can be universal. For universal semimeasures, in the unary case of sum-test we leave open whether universal Pi0/1-sum-tests exist, whereas in the binary case of independence tests we prove that they do not exist

On Universal Prediction and Bayesian Confirmation

The Bayesian framework is a well-studied and successful framework for inductive reasoning, which includes hypothesis testing and confirmation, parameter estimation, sequence prediction, classification, and regression. But standard statistical guidelines for choosing the model class and prior are not always available or fail, in particular in complex situations. Solomonoff completed the Bayesian framework by providing a rigorous, unique, formal, and universal choice for the model class and the prior. We discuss in breadth how and in which sense universal (non-i.i.d.) sequence prediction solves various (philosophical) problems of traditional Bayesian sequence prediction. We show that Solomonoff's model possesses many desirable properties: Strong total and weak instantaneous bounds, and in contrast to most classical continuous prior densities has no zero p(oste)rior problem, i.e. can confirm universal hypotheses, is reparametrization and regrouping invariant, and avoids the old-evidence and updating problem. It even performs well (actually better) in non-computable environments.Comment: 24 page

Impossibility of independence amplification in Kolmogorov complexity theory

The paper studies randomness extraction from sources with bounded independence and the issue of independence amplification of sources, using the framework of Kolmogorov complexity. The dependency of strings $x$ and $y$ is ${\rm dep}(x,y) = \max\{C(x) - C(x \mid y), C(y) - C(y\mid x)\}$, where $C(\cdot)$ denotes the Kolmogorov complexity. It is shown that there exists a computable Kolmogorov extractor $f$ such that, for any two $n$-bit strings with complexity $s(n)$ and dependency $\alpha(n)$, it outputs a string of length $s(n)$ with complexity $s(n)- \alpha(n)$ conditioned by any one of the input strings. It is proven that the above are the optimal parameters a Kolmogorov extractor can achieve. It is shown that independence amplification cannot be effectively realized. Specifically, if (after excluding a trivial case) there exist computable functions $f_1$ and $f_2$ such that ${\rm dep}(f_1(x,y), f_2(x,y)) \leq \beta(n)$ for all $n$-bit strings $x$ and $y$ with ${\rm dep}(x,y) \leq \alpha(n)$, then $\beta(n) \geq \alpha(n) - O(\log n)$