136 citations · 816 across the 52 of their papers we have counts for
4 papers · 1 filter
Reverse Information Projections and Optimal E-statistics
Tyron Lardy, Peter Grünwald, Peter Harremoës
Information projections have found important applications in probability theory, statistics, and related areas. In the field of hypothesis testing in particular, the reverse inform…
Explicit Bounds for Entropy Concentration under Linear Constraints
Kostas N. Oikonomou, Peter D. Grunwald
Consider the set of all sequences of outcomes, each taking one of values, that satisfy a number of linear constraints. If is fixed while increases, most sequences t…
Prequential Plug-In Codes that Achieve Optimal Redundancy Rates even if the Model is Wrong
Peter Grünwald, Wojciech Kotłowski
We analyse the prequential plug-in codes relative to one-parameter exponential families M. We show that if data are sampled i.i.d. from some distribution outside M, then the redund…
Shannon Information and Kolmogorov Complexity
Peter Grunwald, Paul Vitanyi
We compare the elementary theories of Shannon information and Kolmogorov complexity, the extent to which they have a common purpose, and where they are fundamentally different. We…