Convex relative entropy decay in Markov chains.
Varun S. JogVenkat AnantharamPublished in: CISS (2014)
Keyphrases
- relative entropy
- probabilistic automata
- markov chain
- bregman divergences
- information theoretic
- information theory
- mutual information
- log likelihood
- mahalanobis distance
- covariance matrix
- maximum entropy
- kullback leibler divergence
- monte carlo
- finite state
- finite automata
- cost sensitive
- least squares
- kl divergence
- nearest neighbor
- transition probabilities
- probabilistic model
- state space
- special case
- loss function