Weighted Closed Form Expressions Based on Escort Distributions for Rényi Entropy Rates of Markov Chains.
Philippe RegnaultValérie GirardinLoïck LhotePublished in: GSI (2017)
Keyphrases
- markov chain
- closed form expressions
- transition probabilities
- shannon entropy
- steady state
- monte carlo
- importance sampling
- closed form
- partition function
- kl divergence
- information theory
- upper bound
- state space
- random walk
- probabilistic automata
- stationary distribution
- kullback leibler divergence
- markov processes
- random variables
- mutual information
- information theoretic
- probability distribution
- transition matrix
- relative entropy
- markov chain monte carlo
- search algorithm
- machine learning