Markov Chain Order estimation with Conditional Mutual Information

Maria Papapetrou Dimitris Kugiumtzis

Published in: CoRR (2013)

Keyphrases

markov chain
monte carlo simulation
steady state
transition probabilities
random walk
monte carlo
stationary distribution
finite state
markov process
conditional mutual information
markov model
pattern recognition
hidden markov models
state space
sufficient conditions
monte carlo method