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
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Cited In (14)
- Bayesian analysis of variable-order, reversible Markov chains
- Rule generation for categorical time series with Markov assumptions
- Title not available (Why is that?)
- Exponential inequalities for VLMC empirical trees
- Markov-switching model selection using Kullback-Leibler divergence
- Context trees, variable length Markov chains and dynamical sources
- Context tree selection and linguistic rhythm retrieval from written texts
- Computation of exact probabilities associated with overlapping pattern occurrences
- Modelling discrete longitudinal data using acyclic probabilistic finite automata
- Estimation of General Stationary Processes by Variable Length Markov Chains
- Context Tree Estimation in Variable Length Hidden Markov Models
- Detecting renewal states in chains of variable length via intrinsic Bayes factors
- Markov Chain Model Selection by Misclassified Model Probabilities
- Variable length Markov chains
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