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

DOI10.1023/A:1004165822461MaRDI QIDQ1585889zbMATH OpenOpenAlexFDO

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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(17)

• Variable length Markov chains
• Bayesian analysis of variable-order, reversible Markov chains
• Rule generation for categorical time series with Markov assumptions
• scientific article; zbMATH DE number 7578278 (Why is no real title available?)
• Markov-switching model selection using Kullback-Leibler divergence
• Exponential inequalities for VLMC empirical trees
• 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
• Variable length memory chains: characterization of stationary probability measures
• Variable length Markov chain with exogenous covariates
• Markov Chain Model Selection by Misclassified Model Probabilities
• Approximate group context tree

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