Universal Convergence of Semimeasures on Individual Random Sequences

  • Marcus Hutter
  • Andrej Muchnik
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3244)

Abstract

Solomonoff’s central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior μ, if the latter is computable. Hence, M is eligible as a universal sequence predictor in case of unknown μ. Despite some nearby results and proofs in the literature, the stronger result of convergence for all (Martin-Löf) random sequences remained open. Such a convergence result would be particularly interesting and natural, since randomness can be defined in terms of M itself. We show that there are universal semimeasures M which do not converge for all random sequences, i.e. we give a partial negative answer to the open problem. We also provide a positive answer for some non-universal semimeasures. We define the incomputable measure D as a mixture over all computable measures and the enumerable semimeasure W as a mixture over all enumerable nearly-measures. We show that W converges to D and D to μ on all random sequences. The Hellinger distance measuring closeness of two distributions plays a central role.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Marcus Hutter
    • 1
  • Andrej Muchnik
    • 2
  1. 1.IDSIAManno-LuganoSwitzerland
  2. 2.Institute of New TechnologiesMoscowRussia

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