State space reconstruction of Markov chains via autocorrelation structure

Understanding the state space of observed Markov processes is essential for advancing causal inference in a wide range of scientific fields. This paper demonstrates how the previously unknown state space can be reconstructed by exploring the spectrum of the time-delay embedding matrix derived from t...

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Veröffentlicht in:	Journal of physics. A, Mathematical and theoretical Mathematical and theoretical, 2024-08, Vol.57 (31), p.315701
Hauptverfasser:	Jakovác, Antal, Kurbucz, Marcell T, Telcs, András
Format:	Artikel
Sprache:	eng
Schlagworte:	hidden Markov model Markov chain state space reconstruction
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