Stochastically Perturbed Chains of Variable Memory

Autor(es)

Garcia, Nancy L. ^[1] ; Moreira, Lucas ^[2]

Afiliação do(s) autor(es)

^[1] Univ Estadual Campinas, Campinas, SP - Brazil

^[2] Univ Brasilia, Brasilia, DF - Brazil

• Tipo de documento: Artigo Científico
• Fonte: Journal of Statistical Physics; v. 159, n. 5, p. 1107-1126, JUN 2015.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 08/10693-5 - Inferência para processos estocasticos de longo alcance
• Beneficiário: Lucas Moreira
• Modalidade de apoio: Bolsas no Brasil - Doutorado
• Processo FAPESP: 13/07699-0 - Centro de Pesquisa, Inovação e Difusão em Neuromatemática - NeuroMat
• Beneficiário: Oswaldo Baffa Filho
• Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs