Higher-Order Kullback-Leibler Aggregation of Markov Chains.

Bernhard C. Geiger Yuchen Wu

Published in: CoRR (2016)

Keyphrases

markov chain
kullback leibler
higher order
distance measure
kullback leibler divergence
kl divergence
cross entropy
monte carlo
state space
pairwise
conditional random fields
markov random field
markov chain monte carlo
markov models
bayesian inference
posterior distribution
information theory