Bayesian regularization of the length of memory in reversible sequences

DOI10.1111/RSSB.12140MaRDI QIDQ5378377zbMATH OpenOpenAlexFDO

Authors Sergio Bacallado, Vijay S. Pande, Lorenzo Trippa, Stefano Favaro

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2318/1591251

zbMATH Keywords

Bayesian analysisreinforced random walkreversibilityvariable order Markov model

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(7)

• Detecting renewal states in chains of variable length via intrinsic Bayes factors
• Scaling limit of linearly edge-reinforced random walks on critical Galton-Watson trees
• Bayesian analysis of variable-order, reversible Markov chains
• Spin systems with hyperbolic symmetry: a survey
• The -edge-reinforced random walk
• Posterior representations for Bayesian context trees: sampling, estimation and convergence
• Mining sequences with exceptional transition behaviour of varying order using quality measures based on information-theoretic scoring functions

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