Krichevsky–Trofimov estimator
In information theory, given an unknown stationary source with alphabet A and a sample w from, the Krichevsky–Trofimov estimator produces an estimate pi of the probability of each symbol i ∈ A. This estimator is optimal in the sense that it minimizes the worst-case regret asymptotically.
For a binary alphabet and a string w with m zeroes and n ones, the KT estimator pi is defined as:
