Minimal Markov Models

Details Minimal Markov Models Minimal Markov Models

2010-02-03

arxiv.org/abs/1002.0729v1

Mathematics

Statistics Theory

Scientific paper

In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to represent a source as a Markov chain of finite order. Let us call $M$ the order of the chain and $A$ the finite alphabet, to determine the minimal Markov model, we define an equivalence relation on the state space $A^{M}$, such that all the sequences of size $M$ with the same transition probabilities are put in the same category. In this way we have one set of $(|A|-1)$ transition probabilities for each category, obtaining a model with a minimal number of parameters. We show that the model can be selected consistently using the Bayesian information criterion.

Affiliated with

Also associated with

No associations

Rating

Minimal Markov Models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Minimal Markov Models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Minimal Markov Models will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-602104