Entropy Rate for Hidden Markov Chains with rare transitions
Yuval PeresAnthony QuasPublished in: CoRR (2010)
Keyphrases
- markov chain
- state transition
- steady state
- markov process
- transition probabilities
- monte carlo method
- random walk
- markov processes
- markov model
- finite state
- stationary distribution
- stochastic process
- state space
- monte carlo simulation
- monte carlo
- probabilistic automata
- information theory
- mutual information
- transition matrix
- algo rithm
- assemble to order systems
- objective function