The Minimax Strategy for Gaussian Density Estimation. pp

Fisher information and stochastic complexity

J. Rissanen · IEEE Transactions on Information Theory · 1996 · 846 citations

Natural Sciences, Computer Science, Mathematics +9

Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions

Katy S. Azoury, Manfred K. Warmuth · Machine Learning · 2001 · 292 citations · Full text

Computing, Computer Science, Mathematics +14

Asymptotic minimax regret for data compression, gambling, and prediction

Qun Xie, Andrew R. Barron · IEEE Transactions on Information Theory · 2000 · 176 citations

Natural Sciences, Decision Sciences, Mathematics +12

Approximate Solutions to Markov Decision Processes

Geoffrey J. Gordon · Research Showcase @ Carnegie Mellon University (Carnegie Mellon University) · 2018 · 142 citations · Full text

Computing, Computer Science, Machine Learning +9

A decision-theoretic extension of stochastic complexity and its applications to learning

Kenji Yamanishi · IEEE Transactions on Information Theory · 1998 · 92 citations

Computing, Computer Science, Decision Sciences +9