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Published in 2019 at "Royal Society Open Science"
DOI: 10.1098/rsos.182174
Abstract: Consider the problem of modelling memory effects in discrete-state random walks using higher-order Markov chains. This paper explores cross-validation and information criteria as proxies for a model’s predictive accuracy. Our objective is to select, from…
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Keywords:
statistical dependencies;
markov chains;
predictive bayesian;
dependencies free ... See more keywords