Covariate Enabled Variable Length Markov Chains

• Grant number: 19/04535-2
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: August 01, 2019
• End date: August 21, 2019
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
• Principal Investigator: Nancy Lopes Garcia
• Grantee: Nancy Lopes Garcia
• Visiting researcher: Adriano Zanin Zambom
• Visiting researcher institution: California State University, Northridge , United States
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• City of the host institution: Campinas
• Associated research grant: 17/10555-0 - Stochastic Modeling of Interacting Systems, AP.TEM

Abstract

Markov Chains with variable length have been widely explored in the literature of probability andstatistics. However, little is known when the transition probabilities depend on exogenous variables. Wepropose novel context algorithms and search for the conditions and asymptotic behavior of the estimatedcontext trees. (AU)

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

ZAMBOM, ADRIANO ZANIN; ALFONSO COLLAZOS, JULIAN; DIAS, RONALDO. Selection of the number of clusters in functional data analysis. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 92, n. 14, p. 19-pg., 2022-03-23. (19/04535-2, 17/15306-9, 18/04654-9)