Joint estimation of intersecting context tree models

DOI10.1111/J.1467-9469.2012.00814.XMaRDI QIDQ4923058zbMATH OpenOpenAlexWikidataFDO

Authors Elisabeth Gassiat, A. Galves, Aurélien Garivier

Publication date 5 June 2013

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.0673

zbMATH Keywords

BICcontext tree modelsjoint estimationpenalized maximum likelihoodvariable length Markov chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Natural language processing (68T50)

Abstract: We study a problem of model selection for data produced by two different context tree sources. Motivated by linguistic questions, we consider the case where the probabilistic context trees corresponding to the two sources are finite and share many of their contexts. In order to understand the differences between the two sources, it is important to identify which contexts and which transition probabilities are specific to each source. We consider a class of probabilistic context tree models with three types of contexts: those which appear in one, the other, or both sources. We use a BIC penalized maximum likelihood procedure that jointly estimates the two sources. We propose a new algorithm which efficiently computes the estimated context trees. We prove that the procedure is strongly consistent. We also present a simulation study showing the practical advantage of our procedure over a procedure that works separately on each dataset.

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Cites work

• A universal data compression system
• Consistency of the Unlimited BIC Context Tree Estimator
• Context tree estimation for not necessarily finite memory processes, via BIC and MDL
• Context tree selection and linguistic rhythm retrieval from written texts
• Context tree selection: a unifying view
• Estimating the dimension of a model
• Minimal penalties for Gaussian model selection
• The context-tree weighting method: basic properties
• The performance of universal encoding
• Variable length Markov chains

Cited in

(2)

• Context tree selection and linguistic rhythm retrieval from written texts
• Context tree selection: a unifying view

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