A GENERALIZATION OF CLARKE,B.S. AND BARRON,A.R. ASYMPTOTICS OF BAYES CODES FOR FSMX SOURCES

Authors
GOTOH M MATSUSHIMA T HIRASAWA S
Citation
M. Gotoh et al., A GENERALIZATION OF CLARKE,B.S. AND BARRON,A.R. ASYMPTOTICS OF BAYES CODES FOR FSMX SOURCES, IEICE transactions on fundamentals of electronics, communications and computer science, E81A(10), 1998, pp. 2123-2132
Citations number
14
Categorie Soggetti
Engineering, Eletrical & Electronic","Computer Science Hardware & Architecture","Computer Science Information Systems
Journal title
IEICE transactions on fundamentals of electronics, communications and computer science → ACNP
ISSN journal
09168508
Volume
E81A
Issue
10
Year of publication
1998
Pages
2123 - 2132
Database
ISI
SICI code
0916-8508(1998)E81A:10<2123:AGOCAB>2.0.ZU;2-B
Abstract
We shall generalize B.S. Clarke and A.R. Barron's analysis of the Baye s method for the FSMX sources. The FSMX source considered here is spec ified by the set of all states and its parameter value. At first, we s how the asymptotic codelengths of individual sequences of the Bayes co des for the FSMX sources. Secondly, we show the asymptotic expected co delengths. The Bayesian posterior density and the maximum likelihood e stimator satisfy asymptotic normality for the finite ergodic Markov so urce, and this is the key of our analysis.