Distributions of pattern statistics in sparse Markov models
A time series \(\mathbf{X}\) that takes values in a finite set \(\Sigma\) is modelled by an \(m\)th-order Markov sequence; this may be embedded in a first-order Markov chain, at the price of specifying \(|\Sigma|^m\,(|\Sigma|-1)\) transition probabilities. Moreover Markov models allow fairly few choices for the number of model parameters. The author considers Sparse Markov Models (see Definition 1) which allow to group conditioning histories into classes such that the conditional probability distribution is constant for the members of each class. The methodology for efficient computation of pattern distributions is extended to the sparse Markov framework.
- Recursive learning for sparse Markov models
- Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source
- Numerical Solutions for Patterns Statistics on Markov Chains
- Sparse Markov chains for sequence data
- Distributions associated with general runs and patterns in hidden Markov models
- A copula-based partition Markov procedure
- A sequential algorithm for the universal coding of finite memory sources
- A universal data compression system
- A universal finite memory source
- Approximate group context tree
- Complexity of strings in the class of Markov sources
- Context tree selection and linguistic rhythm retrieval from written texts
- Distribution of clump statistics for a collection of words
- Distribution Theory of Runs: A Markov Chain Approach
- Distributions associated with general runs and patterns in hidden Markov models
- Efficient string matching
- Faster exact distributions of pattern statistics through sequential elimination of states
- scientific article; zbMATH DE number 3420624 (Why is no real title available?)
- scientific article; zbMATH DE number 2243374 (Why is no real title available?)
- Multiple pattern matching: a Markov chain approach
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- On spaced seeds for similarity search
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- Sparse Markov chains for sequence data
- The context-tree weighting method: basic properties
- The power of amnesia: Learning probabilistic automata with variable memory length
- Uniqueness of polynomial canonical representations
- Using a VOM model for reconstructing potential coding regions in EST sequences
- Variable length Markov chains
- Faster exact distributions of pattern statistics through sequential elimination of states
- Sparse Markov chains for sequence data
- Probabilistic models for pattern statistics
- Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source
- Statistical modeling for discrete patterns in a sequence of exchangeable trials
- Equivalence relations and inference for sparse Markov models
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