Advanced search
Start date
Betweenand
(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Stochastically Perturbed Chains of Variable Memory

Full text
Author(s):
Garcia, Nancy L. [1] ; Moreira, Lucas [2]
Total Authors: 2
Affiliation:
[1] Univ Estadual Campinas, Campinas, SP - Brazil
[2] Univ Brasilia, Brasilia, DF - Brazil
Total Affiliations: 2
Document type: Journal article
Source: Journal of Statistical Physics; v. 159, n. 5, p. 1107-1126, JUN 2015.
Web of Science Citations: 0
Abstract

In this paper, we study inference for chains of variable order under two distinct contamination regimes. Consider a chain of variable memory on a finite alphabet containing zero, at each instant of time an independent coin is flipped and if it turns head a contamination occurs. In the first regime a zero is read independently of the value of the chain. In the second regime, the value of another chain of variable memory is observed instead of the original one. Our results state that the difference between the transition probabilities of the original process and the corresponding ones of the contaminated process may be bounded above uniformly. Moreover, if the contamination probability is small enough, using a version of the Context algorithm we are able to recover the context tree of the original process through a contaminated sample. (AU)

FAPESP's process: 08/10693-5 - Inference for long range stochastic processes
Grantee:Lucas Moreira
Support type: Scholarships in Brazil - Doctorate
FAPESP's process: 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat
Grantee:Jefferson Antonio Galves
Support type: Research Grants - Research, Innovation and Dissemination Centers - RIDC