Entropy Rate Estimation for Markov Chains with Large State Space.
Yanjun HanJiantao JiaoChuan-Zheng LeeTsachy WeissmanYihong WuTiancheng YuPublished in: CoRR (2018)
Keyphrases
- markov chain
- state space
- monte carlo simulation
- importance sampling
- steady state
- reinforcement learning
- finite state
- random walk
- monte carlo
- stationary distribution
- markov process
- transition probabilities
- state variables
- dynamic programming
- monte carlo method
- stochastic process
- markov decision processes
- markov model
- markov processes
- information theoretic
- probabilistic automata
- transition matrix
- assemble to order systems
- markov decision process
- initial state
- particle filter
- mutual information
- markov chain monte carlo
- probabilistic model
- search algorithm