Posterior Representations for Bayesian Context Trees: Sampling, Estimation and Convergence
Author:
Affiliation:
1. Department of Engineering, University of Cambridge, Trumpington Street, Cambridge CB2 1PZ, UK
2. Statistical Laboratory, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WB, UK
Publisher
Institute of Mathematical Statistics
Subject
Applied Mathematics,Statistics and Probability
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3. Bacallado, S., Pande, V., Favaro, S., and Trippa, L. (2016). “Bayesian regularization of the length of memory in reversible sequences.” Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(4): 933–946.
4. Berchtold, A. and Raftery, A. (2002). “The mixture transition distribution model for high-order Markov chains and non-Gaussian time series.” Statistical Science, 17(3): 328–356.
5. Bernardo, J. and Smith, A. (2009). Bayesian theory, volume 405. John Wiley & Sons.
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