Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Blind Construction of Optimal Nonlinear Recursive Predictors for
  Discrete Sequences   We present a new method for nonlinear prediction of discrete random sequences
under minimal structural assumptions. We give a mathematical construction for
optimal predictors of such processes, in the form of hidden Markov models. We
then describe an algorithm, CSSR (Causal-State Splitting Reconstruction), which
approximates the ideal predictor from data. We discuss the reliability of CSSR,
its data requirements, and its performance in simulations. Finally, we compare
our approach to existing methods using variable-length Markov models and
cross-validated hidden Markov models, and show theoretically and experimentally
that our method delivers results superior to the former and at least comparable
to the latter.

12
The categories of this paper are: nucl-th
8
The categories of this paper are: hep-ex
22
The categories of this paper are: chao-dyn
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
35
The categories of this paper are: mtrl-th
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int