Derivatives of Entropy Rate in Special Families of Hidden Markov Chains.
Guangyue HanBrian H. MarcusPublished in: IEEE Trans. Inf. Theory (2007)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- monte carlo
- markov process
- random walk
- stationary distribution
- markov processes
- monte carlo simulation
- state space
- stochastic process
- monte carlo method
- markov model
- probabilistic automata
- information theory
- transition matrix
- higher order
- assemble to order systems
- relative entropy
- information theoretic