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Decomposition of conditional probability for high-order symbolic Markov chains
1A. Ya. Usikov Institute for Radiophysics and Electronics Ukrainian Academy of Science, 12 Proskura Street, 61805 Kharkov, Ukraine.
This study develops a method to estimate conditional probabilities for symbolic sequences, modeling them as high-order Markov chains. This approach aids in constructing artificial sequences and has potential applications in neural network training.
Area of Science:
- Probability Theory
- Information Theory
- Machine Learning
Background:
- Estimating conditional probabilities is crucial for analyzing symbolic sequences.
- High-order Markov chains offer a powerful framework for sequence modeling.
Purpose of the Study:
- To develop an estimation method for the conditional probability function of random stationary ergodic symbolic sequences.
- To model these sequences as high-order Markov chains.
Main Methods:
- Decomposition procedure for the conditional probability function.
- Representation as a sum of multilinear memory function monomials.
- Construction of artificial sequences via successive iterations.
Main Results:
- A novel family of Markov chain models is introduced.
- Memory functions are uniquely expressed in terms of high-order symbolic correlation functions under weak correlations.
- The method bridges likelihood estimation and additive Markov chains.
Conclusions:
- The proposed method provides a robust way to estimate conditional probabilities for symbolic sequences.
- The findings have potential applications in sequential approximation for artificial neural network training.
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