Markov chain order estimation with parametric significance tests of conditional mutual information.
Maria PapapetrouDimitris KugiumtzisPublished in: Simul. Model. Pract. Theory (2016)
Keyphrases
- markov chain
- monte carlo simulation
- steady state
- mutual information
- finite state
- transition probabilities
- significance tests
- state space
- random walk
- markov process
- conditional mutual information
- monte carlo
- markov model
- stationary distribution
- algo rithm
- image processing
- transition matrix
- probability distribution
- feature vectors