Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Bayesian analysis"
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Bayesian regularization of the length of memory in reversible sequences
(WileyJournal of the Royal Statistical Society: Series B (Statistical Methodology), 20151016)Variable order Markov chains have been used to model discrete sequential data in a variety of fields. A host of methods exist to estimate the historydependent lengths of memory which characterize these models and to predict ...