On a Class of Markov Order Estimators Based on PPM and Other Universal Codes

23 Mar 2020 Dębowski Łukasz

We investigate a class of estimators of the Markov order for stationary ergodic processes which form a slight modification of the constructions by Merhav, Gutman, and Ziv in 1989 as well as by Ryabko, Astola, and Malyutov in 2006 and 2016. All the considered estimators compare the estimate of the entropy rate given by a universal code with the empirical conditional entropy of a string and return the order for which the two quantities are approximately equal... (read more)

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