Context tree weighting
The context tree weighting method (CTW) is a lossless compression and prediction algorithm by Willems, Shtarkov & Tjalkens 1995. The CTW algorithm is among the very few such algorithms that offer both theoretical guarantees and good practical performance (see, e.g. Begleiter, El-Yaniv & Yona 2004). The CTW algorithm is an “ensemble method,” mixing the predictions of many underlying variable order Markov models, where each such model is constructed using zero-order conditional probability estimators.
References
- Willems; Shtarkov; Tjalkens (1995), The Context-Tree Weighting Method: Basic Properties, 41, IEEE Transactions on Information TheoryCS1 maint: ref=harv (link)
- Begleiter; El-Yaniv; Yona (2004), On Prediction Using Variable Order Markov Models, 22, Journal of Artificial Intelligence Research: Journal of Artificial Intelligence Research, pp. 385–421CS1 maint: ref=harv (link)
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