Trajectorial dissipation and gradient flow for the relative entropy in Markov chains.
Ioannis KaratzasJan MaasWalter SchachermayerPublished in: Commun. Inf. Syst. (2021)
Keyphrases
- relative entropy
- probabilistic automata
- markov chain
- information theoretic
- energy functional
- information theory
- log likelihood
- active contour model
- curve evolution
- covariance matrix
- mutual information
- active contours
- mahalanobis distance
- state space
- level set
- kullback leibler divergence
- bregman divergences
- partial differential equations
- maximum entropy
- image processing
- image registration
- image analysis
- pairwise
- similarity measure