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Model selection for variable length Markov chains and tuning the context algorithm - MaRDI portal

Model selection for variable length Markov chains and tuning the context algorithm (Q1585889)

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scientific article; zbMATH DE number 1529875
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English
Model selection for variable length Markov chains and tuning the context algorithm
scientific article; zbMATH DE number 1529875

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    Model selection for variable length Markov chains and tuning the context algorithm (English)
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    14 November 2002
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    bootstrap
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    zero-one loss
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    final prediction error
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    finite-memory source
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    FSMX model
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    Kullback-Leibler information
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    L2 loss
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    optimal tree pruning
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    tree model
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    resampling
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