About adaptive coding on countable alphabets
Dominique Bontemps (IMT), St\'ephane Boucheron (LPMA), Elisabeth, Gassiat (LM-Orsay)

TL;DR
This paper analyzes universal coding for countable alphabets with specific hazard rate conditions, proving the adaptiveness of the AC code and providing bounds based on metric entropy and sample maxima.
Contribution
It demonstrates the adaptiveness of the auto-censuring AC code for classes of sources with finite non-decreasing hazard rates, extending understanding of universal coding.
Findings
AC code is adaptive for specified source classes
Provides non-asymptotic bounds for maxima of discrete samples
Characterizes universal redundancy rate via metric entropy
Abstract
This paper sheds light on universal coding with respect to classes of memoryless sources over a countable alphabet defined by an envelope function with finite and non-decreasing hazard rate. We prove that the auto-censuring AC code introduced by Bontemps (2011) is adaptive with respect to the collection of such classes. The analysis builds on the tight characterization of universal redundancy rate in terms of metric entropy % of small source classes by Opper and Haussler (1997) and on a careful analysis of the performance of the AC-coding algorithm. The latter relies on non-asymptotic bounds for maxima of samples from discrete distributions with finite and non-decreasing hazard rate.
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