One can showcase very simple examples of data that is easy to generate ( simple data soirce) yet very hard to predict.
E.g. there is a 2-state generating hidden markov model whose optimal prediction hidden markov model is infinite.
Ive heard it explained as follows: it’s much harder for the fox to predict where the hare is going than it is for the hare to decide where to go to shake off the fox.
One can showcase very simple examples of data that is easy to generate ( simple data soirce) yet very hard to predict.
E.g. there is a 2-state generating hidden markov model whose optimal prediction hidden markov model is infinite.
Ive heard it explained as follows: it’s much harder for the fox to predict where the hare is going than it is for the hare to decide where to go to shake off the fox.