Estimation of entropy rate and Rényi entropy rate for Markov chains.
Sudeep KamathSergio VerdúPublished in: ISIT (2016)
Keyphrases
- markov chain
- information theory
- steady state
- monte carlo simulation
- markov processes
- information theoretic
- finite state
- transition probabilities
- probabilistic automata
- shannon entropy
- transition matrix
- relative entropy
- estimation error
- state space
- markov model
- random walk
- mutual information
- markov process
- monte carlo method
- dynamic programming
- optimal solution
- bayesian networks