Hold-out estimates of prediction models for Markov processes

DOI10.1080/02331888.2023.2183203arXiv2204.05587OpenAlexW4223643795MaRDI QIDQ6044818

Raphaël Langhendries, Rémy Garnier, Joseph Rynkiewicz

Publication date: 22 May 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.05587

zbMATH Keywords

model selectionMarkov processesstatistical learning theoryconcentration inequalities

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inequalities; stochastic orderings (60E15) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

Improved estimation of relaxation time in nonreversible Markov chains

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• Ideal spatial adaptation by wavelet shrinkage
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