44 citations · 69 across the 30 of their papers we have counts for
5 papers · 1 filter
Universal Codes as a Basis for Nonparametric Testing of Serial Independence for Time Series
Boris Ryabko, Jaakko Astola
We consider a stationary and ergodic source generated symbols from some finite set and a null hypothesis that is Markovian source with memory (or co…
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
Boris Ryabko, Jaakko Astola, Alex Gammerman
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 mathem…
Prediction of Large Alphabet Processes and Its Application to Adaptive Source Coding
Boris Ryabko, Jaakko Astola
The problem of predicting a sequence generated by a discrete source with unknown statistics is considered. Each letter is predicted using information on the…
Using Information Theory Approach to Randomness Testing
B. Ya. Ryabko, V. A. Monarev
We address the problem of detecting deviations of binary sequence from randomness,which is very important for random number (RNG) and pseudorandom number generators (PRNG). Namely,…
Fast Codes for Large Alphabets
Boris Ryabko, Jaakko Astola, Karen Egiazarian
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 let…