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Beyond Markov Chains

By Cosma Shalizi, The Story, So Far and Basic Case M States/symbols


Deterministic dynamics can produce stable distributions of behavior Discretizing with partitions gives symbol sequences These need a statistical description Inference for Markov chains Inference for higher-order Markov chains Inference for stochastic machines FURTHER READING: Everyone steals the theory of likelihood inference for Markov chains from Billingsley (1961). But Guttorp (1995) is easier reading. For hidden Markov models, see Fraser (2008)

Year: 2009
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