Mathematics – Statistics Theory
Scientific paper
2005-06-04
Mathematics
Statistics Theory
15 pages
Scientific paper
We present two new methods for estimating the order (memory depth) of a finite alphabet Markov chain from observation of a sample path. One method is based on entropy estimation via recurrence times of patterns, and the other relies on a comparison of empirical conditional probabilities. The key to both methods is a qualitative change that occurs when a parameter (a candidate for the order) passes the true order. We also present extensions to order estimation for Markov random fields.
Peres Yuval
Shields Paul
No associations
LandOfFree
Two new Markov order estimators 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 Two new Markov order estimators, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Two new Markov order estimators will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-175153