Consistency of the Unlimited BIC Context Tree Estimator
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Publication:3548030
DOI10.1109/TIT.2006.881742zbMath1320.62014OpenAlexW2117090766MaRDI QIDQ3548030
Publication date: 21 December 2008
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2006.881742
Bayesian inference (62F15) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)
Related Items (7)
Joint Estimation of Intersecting Context Tree Models ⋮ On \(g\)-measures in symbolic dynamics ⋮ Some upper bounds for the rate of convergence of penalized likelihood context tree estimators ⋮ Context tree selection: a unifying view ⋮ A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification ⋮ Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm ⋮ Space-efficient representation of truncated suffix trees, with applications to Markov order estimation
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