Jia-Hao Jiang

Memory Prediction Excess: A Probabilistic Quantity for Predictive Gain and Memory Length in Stochastic Processes

A central question in the prediction of stochastic processes is the extent to which past information can improve the probability of correctly predicting the next state. We introduce the Memory Prediction Excess (MPE) to address this question quantitatively. The MPE measures the average improvement in prediction accurac...