Variable-order Markov model: Difference between revisions

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Added spam filtering as an application area - it has been shown that VOM models originally developed for data compression can be successfully applied to spam filtering.
Example: corrected mistakes with probabilities and number of necessary conditional probability components
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Consider for example a sequence of [[random variable]]s, each of which takes a value from the ternary [[alphabet]] {''a'', ''b'', ''c''}. Specifically, consider the string ''aaabcaaabcaaabcaaabc...aaabc'' constructed from infinite concatenations of the sub-string ''aaabc''.
 
The VOM model of maximal order 2 can approximate the above string using ''only'' the following fourfive [[conditional probability]] components: {Pr(''a''|''aa'') = 0.5, Pr(''b''|''aa'') = 0.5, Pr(''c''|''b'') = 1.0, Pr(''a''|''c'')= 1.0, Pr(''a''|''ca'')= 1.0}.
 
In this example, Pr(''c''|''ab'') = Pr(''c''|''b'') = 1.0; therefore, the shorter context ''b'' is sufficient to determine the next character. Similarly, the VOM model of maximal order 3 can also approximategenerate the string exactly using only fourfive conditional probability components, which are all equal to 1.0.
To construct the [[Markov chain]] of order 1 for the next character in that string, one must estimate the following 9 conditional probability components: {Pr(''a''|''a''), Pr(''a''|''b''), Pr(''a''|''c''), Pr(''b''|''a''), Pr(''b''|''ab''), Pr(''b''|''ac''), Pr(''c''|''a''), Pr(''c''|''ab''), Pr(''c''|''ac'')}. To construct the Markov chain of order 2 for the next character, one must estimate 27 conditional probability components: {Pr(''a''|''aa''), Pr(''a''|''ab''), ..., Pr(''c''|''cc'')}. And to construct the Markov chain of order three for the next character one must estimate the following 81 conditional probability components: {Pr(''a''|''aaa''), Pr(''a''|''aab''), ..., <br />Pr(''c''|''ccc'')}.
 
In practical settings there is seldom sufficient data to accurately estimate the [[exponential growth|exponentially increasing]] number of conditional probability components as the order of the Markov chain increases.