Statistical model selection for stochastic systems with applications to bioinformatics, linguistics and neurobiology. Lecture notes from the 33rd Brazilian mathematics colloquium -- 33\degree Colóquio Brasileiro de Matemática, IMPA, Rio de Janeiro, Braz

Authors A. Galves, Florencia Leonardi, Guilherme Ost

Publication date 23 March 2023

Published in Publicações Matemáticas do IMPA (Search for Journal in Brave)

Sample path properties (60G17) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)

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