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Showing 1 to 1 of 1 for “"Context-tree models"”.
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Time series modelling and inference with Bayesian Context Trees
… variable-memory Markov chains, called Bayesian Context Trees (BCT). This is a rich class of high-order Markov chains that admit parsimonious representations by allowing the memory of the process to depend on the values of the most recent observations. A general prior structure is introduced and …