Thecontext tree weighting method (CTW) is alossless compression and prediction algorithm byWillems, Shtarkov & Tjalkens 1995. The CTW algorithm is among the very few such algorithms that offer both theoretical guarantees and good practical performance (see, e.g.Begleiter, El-Yaniv & Yona 2004).The CTW algorithm is an “ensemble method”, mixing the predictions of many underlying variable orderMarkov models, where each such model is constructed using zero-order conditional probabilityestimators.
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