Entropy Rate Estimation for Markov Chains with Continuous Distributions.
Puning ZhaoLifeng LaiPublished in: ISIT (2023)
Keyphrases
- markov chain
- transition probabilities
- monte carlo simulation
- importance sampling
- steady state
- markov processes
- finite state
- monte carlo
- markov process
- random walk
- probabilistic automata
- kullback leibler divergence
- confidence intervals
- monte carlo method
- markov model
- stationary distribution
- stochastic process
- state space
- mutual information
- transition matrix
- cumulative residual entropy
- probability density
- random variables
- large deviations
- probability distribution
- information theoretic
- random numbers
- maximum likelihood estimation
- assemble to order systems