2 papers
stat.ME2015
Markov chain order estimation with parametric significance tests of conditional mutual information
Maria Papapetrou, Dimitris Kugiumtzis
Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the…
physics.data-an2013
Markov Chain Order estimation with Conditional Mutual Information
Maria Papapetrou, Dimitris Kugiumtzis
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of symbols, we define CMI of order , , as the…