Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
From MaRDI portal
Publication:3173003
DOI10.1239/AAP/1316792668zbMATH Open1229.60041arXiv0907.2150OpenAlexW2101138404WikidataQ98382963 ScholiaQ98382963MaRDI QIDQ3173003FDOQ3173003
Publication date: 10 October 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Abstract: We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infnite memory chains for which the family of transition probabilities is represented by a probabilistic context tree. We do not assume any continuity condition: our condition is expressed in terms of the structure of the context tree. More precisely, the length of the contexts is a deterministic function of the distance to the last occurrence of some determined string of symbols. It turns out that the resulting class of chains can be seen as a natural extension of the class of chains having a renewal string. In particular, our chains exhibit a visible regeneration scheme.
Full work available at URL: https://arxiv.org/abs/0907.2150
Recommendations
- Perfect simulation of processes with long memory: a ``coupling into and from the past algorithm
- Processes with long memory: Regenerative construction and perfect simulation
- Perfect simulation of autoregressive models with infinite memory
- Perfect simulation for locally continuous chains of infinite order
- Backward coalescence times for perfect simulation of chains with infinite memory
Cites Work
- Title not available (Why is that?)
- Equilibrium states and the ergodic theory of Anosov diffeomorphisms
- Nonuniqueness in \(g\)-functions
- Square summability of variations of \(g\)-functions and uniqueness of \(g\)-measures
- Sur des chaînes à liaisons complètes
- Processes with long memory: Regenerative construction and perfect simulation
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Regenerative representation for one-dimensional Gibbs states
- Title not available (Why is that?)
- Chains with infinite connections: Uniqueness and Markov representation
- Decay of correlations for non Hölderian dynamics. A coupling approach
- A universal data compression system
- On chains of infinite order
- Random Markov processes and uniform martingales
- Perfect simulation and backward coupling∗
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Context Trees, Variable Length Markov Chains and Dynamical Sources
Cited In (14)
- Backward coalescence times for perfect simulation of chains with infinite memory
- Attractive regular stochastic chains: perfect simulation and phase transition
- Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
- Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
- A stochastic system with infinite interacting components to model the time evolution of the membrane potentials of a population of neurons
- Gaussian concentration bounds for stochastic chains of unbounded memory
- Local theorems for (multidimensional) additive functionals of semi-Markov chains
- One-dimensional infinite memory imitation models with noise
- Processes with long memory: Regenerative construction and perfect simulation
- Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
- Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm
- Variable length memory chains: characterization of stationary probability measures
- Non-regular g-measures and variable length memory chains
- Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature
This page was built for publication: Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3173003)
