Model Sele tion for Variable Length MarkovChains and Tuning the Context
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Model Selection for Variable Length MarkovChains and Tuning the Context AlgorithmPeter
We consider the model selection problem in the class of stationary variable length Markov chains (VLMC) on a nite space. The processes in this class are still Markov-ian of higher order, but with memory of variable length. Various aims in selecting a VLMC can be formalized with diierent non-equivalent risks, such as nal prediction error or expected Kullback-Leibler information. We consider the ...
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تاریخ انتشار 1997