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Inferring Markov Chains:Bayesian Estimation,Model Comparison,Entropy Rate,and Out-of-class Modeling
Markov Chains Bayesian Estimation Model Comparison Entropy Rate Out-of-class Modeling
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2010/4/27
Markov chains are a natural and well understood tool for describing one-dimensional patterns in
time or space. We show how to infer k-th order Markov chains, for arbitrary k, from finite data
by app...