Discriminant analysis of stationary finite Markov chains

zbMATH Open1132.62334MaRDI QIDQ876780FDOQ876780

Authors A. L. Kostevich, Yuriĭ Semenovich Kharin

Publication date 27 April 2007

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov chainasymptotic expansionmissing valuesdiscriminant analysisriskcontiguous classes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes (62M99) Markov processes: hypothesis testing (62M02) Bayesian problems; characterization of Bayes procedures (62C10)

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(4)

• Classifying Image Sequences with the Markov Chain Structure and Matrix Normal Distributions
• An asymptotic formula for the Bayes risk in discriminating between two Markov chains
• Multi-parametric classification of automaton Markov models based on the sequences they generate
• Classification error in multiclass discrimination from Markov data

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