A class of models for multiple binary sequences under the hypothesis of Markov exchangeability

Abstract

We discuss inference for multiple binary sequences under the hypothesis of Markov exchangeability. So far, the only kind of models for this purpose have been the mixtures of Markov chains. We present a new class of hierarchical models parameterized in terms of Bahadur/Lancaster’s interactions, and compare it to the mixtures of Markov chains models.