Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet.
Guangyue HanBrian H. MarcusPublished in: IEEE Trans. Inf. Theory (2015)
Keyphrases
- markov chain
- steady state
- finite state
- probabilistic automata
- transition probabilities
- random walk
- stationary distribution
- monte carlo
- markov process
- markov processes
- markov model
- state space
- relative entropy
- information theory
- monte carlo method
- stochastic process
- pattern matching
- monte carlo simulation
- information theoretic
- finite automata
- transition matrix
- mutual information
- confidence intervals
- sample path
- single server
- machine learning
- algo rithm
- assemble to order systems