Universal probability-free prediction
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Abstract (arXiv)
We construct universal prediction systems in the spirit of Popper's falsifiability and Kolmogorov complexity and randomness. These prediction systems do not depend on any statistical assumptions (but under the IID assumption they dominate, to within the usual accuracy, conformal prediction). Our constructions give rise to a theory of algorithmic complexity and randomness of time containing analogues of several notions and results of the classical theory of Kolmogorov complexity and randomness.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 14 Mar 2016.
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