On the approximation of high-order binary Markov chains by parsimonious models

被引：0
|
作者：
Kharin, Yuriy S. [1 ]
Voloshko, Valeriy A. [1 ]
机构：
[1] Belarusian State Univ, Res Inst Appl Problems Math & Informat, Minsk, BELARUS
来源：
DISCRETE MATHEMATICS AND APPLICATIONS | 2024年 / 34卷 / 02期
关键词：
high-order Markov chain; parsimonious model; approximation; artificial neural network; statistical estimation;
D O I：
10.1515/dma-2024-0007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider two parsimonious models of binary high-order Markov chains and discover their ability to approximate arbitrary high-order Markov chains. Two types of global measures for approximation accuracy are introduced, theoretical and experimental results are obtained for these measures and for the considered parsimonious models. New consistent statistical parameter estimator is constructed for parsimonious model based on two-layer artificial neural network.
引用
收藏
页码：71 / 87
页数：17
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