Velocity formulae between entropy and hitting time for Markov chains.
Michael C. H. ChoiPublished in: CoRR (2018)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- markov process
- information theory
- transition probabilities
- random walk
- markov model
- monte carlo simulation
- monte carlo method
- state space
- stochastic process
- information theoretic
- mutual information
- stationary distribution
- markov processes
- optical flow
- confidence intervals
- kullback leibler divergence
- transition matrix
- assemble to order systems
- hidden markov models
- machine learning
- sample path
- probabilistic automata