Distributions of pattern statistics in sparse Markov models

DOI10.1007/S10463-019-00714-6MaRDI QIDQ778872zbMATH OpenOpenAlexWikidataFDO

Authors Donald E. K. Martin

Publication date 20 July 2020

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-019-00714-6

zbMATH Keywords

pattern distributionsparse Markov modelvariable length Markov chain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Recursive learning for sparse Markov models
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Cites work

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Cited in

(5)

• Statistical modeling for discrete patterns in a sequence of exchangeable trials
• Probabilistic models for pattern statistics
• Sparse Markov chains for sequence data
• Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source
• Faster exact distributions of pattern statistics through sequential elimination of states

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Uses Software

• PatternHunter

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