Stochastic chains with memory of variable length
| dc.creator | Galves, Antonio | |
| dc.creator | Löcherbach, Eva | |
| dc.date | 2008-04-13 | |
| dc.date.accessioned | 2026-07-07T09:32:09Z | |
| dc.date.available | 2026-07-07T09:32:09Z | |
| dc.description | Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to predict the next symbol. These models were first introduced in the information theory literature by Rissanen (1983) as a universal tool to perform data compression. Recently, they have been used to model up scientific data in areas as different as biology, linguistics and music. This paper presents a personal introductory guide to this class of models focusing on the algorithm Context and its rate of convergence. | |
| dc.description | 17 pages | |
| dc.identifier | https://arxiv.org/abs/0804.2050 | |
| dc.identifier | http://arxiv.org/abs/0804.2050 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/158713 | |
| dc.subject | Probability | |
| dc.subject | 60J10; 62M05 | |
| dc.title | Stochastic chains with memory of variable length | |
| dc.type | text |