Entropy maximization for Markov and semi-Markov processes
From MaRDI portal
Publication:1431348
DOI10.1023/B:MCAP.0000012418.88825.18zbMath1043.60080OpenAlexW2094731530MaRDI QIDQ1431348
Publication date: 27 May 2004
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:mcap.0000012418.88825.18
Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
Related Items
Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles ⋮ Randomized Shortest-Path Problems: Two Related Models ⋮ Different closed-form expressions for generalized entropy rates of Markov chains ⋮ A sum-over-paths extension of edit distances accounting for all sequence alignments ⋮ Maximizing entropy over Markov processes ⋮ Rényi entropy rate for Gaussian processes ⋮ Estimation of the Entropy Rate of a Countable Markov Chain ⋮ On the stable Gani-type attainability problem controlled by promotion at maximum entropy ⋮ Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
