Derivatives of Entropy Rate in Special Families of Hidden Markov Chains
Guangyue HanBrian H. MarcusPublished in: CoRR (2006)
Keyphrases
- markov chain
- finite state
- steady state
- transition probabilities
- stationary distribution
- stochastic process
- state space
- monte carlo simulation
- monte carlo method
- markov process
- probabilistic automata
- monte carlo
- higher order
- markov model
- mutual information
- random walk
- markov processes
- information theoretic
- relative entropy
- information theory
- transition matrix
- search space
- queueing theory
- machine learning
- algo rithm
- sample path
- markov models
- weighted sum
- search algorithm