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
