The context tree weighting method (CTW) is a lossless compression and prediction algorithm by Willems, Shtarkov, and 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, and Yona (2004) ). The CTW algorithm is an “ensemble method,” mixing the predictions of many underlying variable order Markov models, where each such model is constructed using zero-order conditional probability estimators.
External links
- Willems, Shtarkov, and Tjalkens (1995), The Context-Tree Weighting Method: Basic Properties, 41, IEEE Transactions on Information Theory
- Begleiter, El-Yaniv, and Yona (2004), On Prediction Using Variable Order Markov Models, 22, Journal of Artificial Intelligence Research, pp. 385–421, http://www.jair.org/media/1491/live-1491-2335-jair.pdf
- Relevant CTW papers and implementations
- CTW Official Homepage
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