关于用解析模型逼近高阶二元马尔可夫链

IF 0.3 Q4 MATHEMATICS, APPLIED
Yuriy S. Kharin, V. Voloshko
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引用次数: 0

摘要

我们考虑了二进制高阶马尔可夫链的两个简约模型,并发现了它们逼近任意高阶马尔可夫链的能力。我们引入了两类近似精度的全局度量,并针对这些度量和所考虑的拟真模型得出了理论和实验结果。基于双层人工神经网络,为准模型构建了新的一致统计参数估计器。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the approximation of high-order binary Markov chains by parsimonious models
We consider two parsimonious models of binary high-order Markov chains and discover their ability to approximate arbitrary high-order Markov chains. Two types of global measures for approximation accuracy are introduced, theoretical and experimental results are obtained for these measures and for the considered parsimonious models. New consistent statistical parameter estimator is constructed for parsimonious model based on two-layer artificial neural network.
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来源期刊
CiteScore
0.60
自引率
20.00%
发文量
29
期刊介绍: The aim of this journal is to provide the latest information on the development of discrete mathematics in the former USSR to a world-wide readership. The journal will contain papers from the Russian-language journal Diskretnaya Matematika, the only journal of the Russian Academy of Sciences devoted to this field of mathematics. Discrete Mathematics and Applications will cover various subjects in the fields such as combinatorial analysis, graph theory, functional systems theory, cryptology, coding, probabilistic problems of discrete mathematics, algorithms and their complexity, combinatorial and computational problems of number theory and of algebra.
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