Variable length Markov chains
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Publication:1970475
bootstrapcategorical time seriescentral limit theoremconsistencycontext algorithmdata compressionfinite-memory sourcesFSMX modelKullback-Leibler distancemodel selectiontree model
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Statistical aspects of information-theoretic topics (62B10) Nonparametric statistical resampling methods (62G09) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Information theory (general) (94A15)
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Cites work
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- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Predictive stochastic complexity and model estimation for finite-state processes
- Statistical methods for DNA sequence segmentation
- Stochastic Modeling of Scientific Data
- The jackknife and the bootstrap for general stationary observations
- Trend analysis: Binary-valued and point cases
- Universal prediction of individual sequences
Cited in
(79)- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
- Efficient and adaptive post-model-selection estimators
- Model selection for variable length Markov chains and tuning the context algorithm
- Modelling discrete longitudinal data using acyclic probabilistic finite automata
- Relevant states and memory in Markov chain bootstrapping and simulation
- Regression theory for categorical time series
- The consistency of the BIC Markov order estimator.
- Bootstraps for time series
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
- On universal algorithms for classifying and predicting stationary processes
- Variable length memory chains: characterization of stationary probability measures
- Statistical analysis of multivariate discrete-valued time series
- Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons
- Some notes on the classification of shift spaces: shifts of finite type; sofic shifts; and finitely defined shifts
- Testing statistical hypothesis on random trees and applications to the protein classification problem
- Algorithms for learning parsimonious context trees
- Context tree selection and linguistic rhythm retrieval from written texts
- Consistent estimation of the basic neighborhood of Markov random fields
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models
- A dynamic ``predict, then optimize preventive maintenance approach using operational intervention data
- Detecting renewal states in chains of variable length via intrinsic Bayes factors
- Approximating Markov chains for bootstrapping and simulation
- Robust model selection for stochastic processes
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
- Context trees, variable length Markov chains and dynamical sources
- Sparse Markov chains for sequence data
- Identification of a binary Markov chain of order s with r partial connections subjected to additive distortions
- Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model
- Spatio-temporal spike train analysis for large scale networks using the maximum entropy principle and Monte Carlo method
- Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов
- Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
- A block bootstrap comparison for sparse chains
- Estimation of General Stationary Processes by Variable Length Markov Chains
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Recurrent Neural Networks with Small Weights Implement Definite Memory Machines
- Time-varying Markov models for binary temperature series in agrorisk management
- Joint estimation of intersecting context tree models
- Perfect simulation of processes with long memory: a ``coupling into and from the past algorithm
- Random Markov processes for countable and uncountable alphabets
- Variable length Markov chain with exogenous covariates
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models
- scientific article; zbMATH DE number 7578278 (Why is no real title available?)
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
- Recursive learning for sparse Markov models
- Exponential inequalities for VLMC empirical trees
- Context-specific and local independence in Markovian dependence structures
- A note on distinguishing random trees populations
- Bayesian regularization of the length of memory in reversible sequences
- Generalized choice models for categorical time series
- Statistical Learning With Time Series Dependence: An Application to Scoring Sleep in Mice
- Remembrance of Leo Breiman
- A New Order Estimator for Fixed and Variable Length Markov Models with Applications to DNA Sequence Similarity
- Bayesian analysis of variable-order, reversible Markov chains
- Predicting the future of discrete sequences from fractal representations of the past
- Multifractal properties of Hao's geometric representations of DNA sequences
- mixvlmc
- Fitting sparse Markov models through a collapsed Gibbs sampler
- Another look at the disjoint blocks bootstrap
- Hidden Markov partition models
- On the approximation of high-order binary Markov chains by parsimonious models
- Computation of exact probabilities associated with overlapping pattern occurrences
- Countable alphabet stationary processes with at least one memory word and intermittent estimation with universal rates
- Deviation inequalities for contractive infinite memory processes
- Rule generation for categorical time series with Markov assumptions
- Multiple partition Markov model for B.1.1.7, B.1.351, B.1.617.2, and P.1 variants of SARS-CoV 2 virus
- Antedependence models for nonstationary categorical longitudinal data with ignorable missingness: likelihood-based inference
- Context tree classification and clustering
- Loss-guided stability selection
- Posterior representations for Bayesian context trees: sampling, estimation and convergence
- Context tree selection: a unifying view
- A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
- Distributions of pattern statistics in sparse Markov models
- Markov approximation and consistent estimation of unbounded probabilistic suffix trees
- Nonparametric statistical inference for the context tree of a stationary ergodic process
- Stochastically perturbed chains of variable memory
- Stratified graphical models -- context-specific independence in graphical models
- Weakly dependent chains with infinite memory
- Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
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