Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "variable order Markov model"

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  • Bayesian regularization of the length of memory in reversible sequences 

    Bacallado, Sergio; Pande, Vijay; Favaro, Stefano; Trippa, Lorenzo (WileyJournal of the Royal Statistical Society: Series B (Statistical Methodology), 2015-10-16)
    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 history-dependent lengths of memory which characterize these models and to predict ...