Model selection for variable length Markov chains and tuning the context algorithm

DOI10.1023/A:1004165822461zbMATH Open0997.62060OpenAlexW2136209011MaRDI QIDQ1585889FDOQ1585889

Authors Peter Bühlmann

Publication date 14 November 2002

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

Full work available at URL https://doi.org/10.1023/a:1004165822461

zbMATH Keywords

bootstrapresamplingKullback-Leibler informationfinal prediction errorzero-one lossfinite-memory sourceFSMX modelL2 lossoptimal tree pruningtree model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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Cited in

(17)

• Variable length memory chains: characterization of stationary probability measures
• Context tree selection and linguistic rhythm retrieval from written texts
• Context trees, variable length Markov chains and dynamical sources
• Variable length Markov chain with exogenous covariates
• Modelling discrete longitudinal data using acyclic probabilistic finite automata
• Markov-switching model selection using Kullback-Leibler divergence
• Computation of exact probabilities associated with overlapping pattern occurrences
• Estimation of General Stationary Processes by Variable Length Markov Chains
• Markov Chain Model Selection by Misclassified Model Probabilities
• Detecting renewal states in chains of variable length via intrinsic Bayes factors
• Variable length Markov chains
• Rule generation for categorical time series with Markov assumptions
• Bayesian analysis of variable-order, reversible Markov chains
• Approximate group context tree
• Context Tree Estimation in Variable Length Hidden Markov Models
• Exponential inequalities for VLMC empirical trees
• scientific article; zbMATH DE number 7578278 (Why is no real title available?)

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