Global PAC bounds for learning discrete time Markov chains

Learning models from observations of a system is a powerful tool with many applications. In this paper, we consider learning Discrete Time Markov Chains (DTMC), with different methods such as frequency estimation or Laplace smoothing. While models learnt with such methods converge asymptotically tow...

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Bibliographic Details
Main Authors: BAZILLE, Hugo, GENEST, Blaise, JEGOUREL, Cyrille, SUN, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
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Online Access:https://ink.library.smu.edu.sg/sis_research/6071
https://ink.library.smu.edu.sg/context/sis_research/article/7074/viewcontent/501999_1_En_Print.indd.pdf
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Institution: Singapore Management University
Language: English