A new multivariate Markov chain model for adding a new categorical data sequence (Q1718556)

Summary: We propose a new multivariate Markov chain model for adding a new categorical data sequence. The number of the parameters in the new multivariate Markov chain model is only \(\mathcal{O}\)(3\(s\)) less than \(\mathcal{O}((s + 1)^2)\) the number of the parameters in the former multivariate Markov chain model. Numerical experiments demonstrate the benefits of the new multivariate Markov chain model on saving computational resources.