Nonuniform Markov models
Eric Sven Ristad, Robert G. Thomas · 2002
Proposes a new way to model conditional independence in Markov models. The central feature of our nonuniform Markov model is that it makes predictions of varying lengths using contexts of varying lengths. Experiments on the Wall Street Journal reveal that the nonuniform model performs slightly better than the classic interpolated Markov model of Jelinek and Mercer (1980). This result is somewhat remarkable because both models contain identical numbers of parameters whose values are estimated in a similar manner. The only difference between the two models is how they combine the statistics of longer and shorter strings.