Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models

DOI10.1080/10618600.2021.1979565MaRDI QIDQ5083359zbMATH OpenOpenAlexFDO

Authors Matthew Heiner, Athanasios Kottas

Publication date 22 June 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.10781

zbMATH Keywords

model selectiondimension reductiontensor decompositionshrinkage priorcategorical time series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• Second order Markov chains with finite vectors known stationary
• Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model

Describes a project that uses

Uses Software

• Julia
• ggplot2
• glmnet
• VGAM
• CODA
• R

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