The context tree weighting method (CTW) is a
lossless compression and prediction algorithm by
Willems, 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 order
Markov models, where each such model is constructed using zero-order conditional probability estimators.
- Willems; Shtarkov; Tjalkens (1995),
"The Context-Tree Weighting Method: Basic Properties", IEEE Transactions on Information Theory, IEEE Transactions on Information Theory, 41 (3): 653–664,
- Willems; Shtarkov; Tjalkens (1997), Reflections on "The Context-Tree Weighting Method: Basic Properties", vol. 47, IEEE Information Theory Society Newsletter,
citation}}: CS1 maint: location missing publisher (
- Begleiter; El-Yaniv; Yona (2004),
"On Prediction Using Variable Order Markov Models",
Journal of Artificial Intelligence Research, Journal of Artificial Intelligence Research, 22: 385–421,