搜索结果: 1-4 共查到“统计学 context tree”相关记录4条 . 查询时间(0.187 秒)
Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree
2011/7/19
The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities.
Joint estimation of intersecting context tree models
Context Tree Models Variable Length Markov Chains Penalized Maximum Likelihood joint estimation
2011/3/18
Data produced by two different sources is classified using variable length Markov chains. In many realistic situations it is conceiveable that the probabilistic context trees corresponding to the two ...
Context tree selection and linguistic rhythm retrieval from written texts
Context tree selection linguistic rhythm retrieval written texts
2010/3/18
We introduce a new criterion to select in a consistent way the probabilistic
context tree generating a sample. The basic idea is to construct a totally ordered
set of candidate trees. This set is co...
Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
context tree penalized maximum likelihood estimation Bayesian Information Criterion (BIC) rate of convergence
2010/4/26
We find upper bounds for the probability of underestimation
and overestimation errors in penalized likelihood context tree estimation.
The bounds are explicit and applies to processes of not necessa...