Joint Estimation of Intersecting Context Tree Models

DOI10.1111/j.1467-9469.2012.00814.xzbMath1328.62504arXiv1102.0673OpenAlexW2951333373WikidataQ105584977 ScholiaQ105584977MaRDI QIDQ4923058

Elisabeth Gassiat, Aurélien Garivier, Antonio Galves

Publication date: 5 June 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.0673

zbMATH Keywords

BICpenalized maximum likelihoodjoint estimationvariable length Markov chainscontext tree models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Natural language processing (68T50)

Related Items (1)

Context tree selection: a unifying view

Cites Work

• Context tree selection: a unifying view
• Estimating the dimension of a model
• Variable length Markov chains
• Minimal penalties for Gaussian model selection
• Context tree selection and linguistic rhythm retrieval from written texts
• Context tree estimation for not necessarily finite memory processes, via BIC and MDL
• Consistency of the Unlimited BIC Context Tree Estimator
• A universal data compression system
• The performance of universal encoding
• The context-tree weighting method: basic properties

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