2 papers
math.ST2026
Large Sample Properties of Higher Order Markov Models
Tuhin Majumder, Donald E. K. Martin, Soumendra N. Lahiri
We study large-sample properties of higher-order Markov chains on a finite alphabet when the order is allowed to grow with the sequence length . By embedding the proce…
stat.ME2022
Fitting Sparse Markov Models to Categorical Time Series Using Convex Clustering
Tuhin Majumder, Soumendra Lahiri, Donald Martin
Higher-order Markov chains are frequently used to model categorical time series. However, a major problem with fitting such models is the exponentially growing number of parameters…