Variable-order Markov Model

Variable-order Markov Model

Variable-order Markov (VOM) models are an important class of models that extend the well known Markov chain models. In contrast to the Markov chain models, where each random variable in a sequence with a Markov property depends on a fixed number of random variables, in VOM models this number of conditioning random variables may vary based on the specific observed realization.

This realization sequence is often called the context; therefore the VOM models are also called context trees. The flexibility in the number of conditioning random variables turns out to be of real advantage for many applications, such as statistical analysis, classification and prediction.