A Generalization of B. S. Clarke and A. R. Barron's asymptotics of bayes codes for FSMX sources

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    Abstract

    SUMMARY We shall generalize B. S. Clarke and A. R. Barren's analysis of the Bayes method for the FSMX sources. The FSMX source considered here is specified by the set of all states and its parameter value. At first, we show the asymptotic codelengths of individual sequences of the Bayes codes for the FSMX sources. Secondly, we show the asymptotic expected codelengths. The Bayesian posterior density and the maximum likelihood estimator satisfy asymptotic normality for the finite ergodic Markov source, and this is the key of our analysis.

    Original languageEnglish
    Pages (from-to)2123-2132
    Number of pages10
    JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
    VolumeE81-A
    Issue number10
    Publication statusPublished - 1998

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    Keywords

    • Bayes code
    • Source coding
    • Universal coding
    • Universal modeling

    ASJC Scopus subject areas

    • Electrical and Electronic Engineering
    • Hardware and Architecture
    • Information Systems

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