Bayesian context trees: modelling and exact inference for discrete time series

DOI10.1111/RSSB.12511MaRDI QIDQ6600863zbMATH OpenFDO

Authors Ioannis Kontoyiannis, Lambros Mertzanis, Athina Panotopoulou, Ioannis Papageorgiou, Maria Skoularidou

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/RSSB.12511

zbMATH Keywords

Bayes factorsBayesian context treecontext tree weightingdiscrete time seriesexact Bayesian inferenceMarkov chain Monte CarloMarkov order estimationmodel selectionprediction

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Approximate learning of parsimonious Bayesian context trees
• Posterior representations for Bayesian context trees: sampling, estimation and convergence

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