Bayesian context trees: modelling and exact inference for discrete time series

DOI10.1111/rssb.12511MaRDI QIDQ6600863

Athina Panotopoulou, Ioannis Kontoyiannis, Maria Skoularidou, Lambros Mertzanis, Ioannis Papageorgiou

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

predictionmodel selectionMarkov chain Monte CarloBayes factorsdiscrete time seriesexact Bayesian inferenceMarkov order estimationBayesian context treecontext tree weighting

Mathematics Subject Classification ID

Statistics (62-XX)

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