Context Tree Estimation in Variable Length Hidden Markov Models

Article, Preprint English OPEN
Dumont, Thierry;
  • Publisher: Institute of Electrical and Electronics Engineers
  • Related identifiers: doi: 10.1109/TIT.2014.2314094
  • Subject: consistent estimator | Mathematics - Statistics Theory | hidden Markov models | context tree | Computer Science - Information Theory | Variable length | mixture inequalities | [ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH] | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]

We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly c... View more
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