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Learning the Ergodic Decomposition by Al-Najjar, Nabil; Shmaya, Eran is a scholarly article available to read on EtoBox.

What is Learning the Ergodic Decomposition about?

A Bayesian agent learns about the structure of a stationary process from ob- serving past outcomes. We prove that his predictions about the near future become ap- proximately those he would have made if he knew the long run empirical frequencies of the process.

Author

Al-Najjar, Nabil; Shmaya, Eran

Published

2014

Language

EN