Data Reduction in Markov model using EM algorithm

  title={Data Reduction in Markov model using EM algorithm},
  author={Atanu Kumar Ghosh and Arnab Chakraborty},
This paper describes a data reduction technique in case of a markov chain of specified order. Instead of observing all the transitions in a markov chain we record only a few of them and treat the remaining part as missing. The decision about which transitions to be filtered is taken before the observation process starts. Based on the filtered chain we try to estimate the parameters of the markov model using EM algorithm. In the first half of the paper we characterize a class of filtering… CONTINUE READING

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