Two new Markov order estimators

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dc.creatorPeres, Yuval
dc.creatorShields, Paul
dc.date2005-06-04
dc.date.accessioned2026-07-07T08:06:59Z
dc.date.available2026-07-07T08:06:59Z
dc.descriptionWe 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/math/0506080
dc.identifierhttp://arxiv.org/abs/math/0506080
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130791
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject62F12; 62M05
dc.titleTwo new Markov order estimators
dc.typetext

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