Complexity of Estimating Rényi Entropy of Markov Chains.
Maciej ObremskiMaciej SkorskiPublished in: ISIT (2020)
Keyphrases
- markov chain
- steady state
- transition probabilities
- monte carlo
- markov processes
- finite state
- markov model
- stochastic process
- monte carlo simulation
- monte carlo method
- random walk
- state space
- probabilistic automata
- markov process
- transition matrix
- information theoretic
- stationary distribution
- shannon entropy
- worst case
- relative entropy
- information theory
- markov models
- confidence intervals
- mutual information
- queueing theory