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Recursive estimation of high-order Markov chains: approximation by finite mixtures - MaRDI portal

Recursive estimation of high-order Markov chains: approximation by finite mixtures (Q1750411)

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scientific article; zbMATH DE number 6870728
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Recursive estimation of high-order Markov chains: approximation by finite mixtures
scientific article; zbMATH DE number 6870728

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    Recursive estimation of high-order Markov chains: approximation by finite mixtures (English)
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    22 May 2018
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    Markov chain
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    approximate parameter estimation
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    Bayesian recursive estimation
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    adaptive systems
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    Kullback-Leibler divergence
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    forgetting
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