Bayesian regularization of the length of memory in reversible sequences

DOI10.1111/RSSB.12140zbMATH Open1414.62084OpenAlexW2153126483MaRDI QIDQ5378377FDOQ5378377

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

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zbMATH Keywords

Bayesian analysisreversibilityreinforced random walkvariable order Markov model

Mathematics Subject Classification ID

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

Cited In (5)

• Mining sequences with exceptional transition behaviour of varying order using quality measures based on information-theoretic scoring functions
• Bayesian analysis of variable-order, reversible Markov chains
• Spin systems with hyperbolic symmetry: a survey
• 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

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