%0 Journal Article
%T Stochastic chains with memory of variable length
%A Antonio Galves
%A Eva L£¿cherbach
%J Mathematics
%D 2008
%I arXiv
%X Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to predict the next symbol. These models were first introduced in the information theory literature by Rissanen (1983) as a universal tool to perform data compression. Recently, they have been used to model up scientific data in areas as different as biology, linguistics and music. This paper presents a personal introductory guide to this class of models focusing on the algorithm Context and its rate of convergence.
%U http://arxiv.org/abs/0804.2050v1