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Chapitre D'ouvrage Année : 2008

Stochastic chains with memory of variable length

Antonio Galves
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Eva Loecherbach

Résumé

Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to predict the next symbol. These models were first introduced in the information theory literature by Rissanen (1983) as a universal tool to perform data compression. Recently, they have been used to model up scientific data in areas as different as biology, linguistics and music. This paper presents a personal introductory guide to this class of models focusing on the algorithm Context and its rate of convergence.
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Dates et versions

hal-00798528 , version 1 (11-03-2013)

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  • HAL Id : hal-00798528 , version 1

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Antonio Galves, Eva Loecherbach. Stochastic chains with memory of variable length. Festschrift in honour of the 75th birthday of Jorma Rissanen, International Statistical Review, pp.329-463, 2008. ⟨hal-00798528⟩
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