Maximum entropy rate reconstruction of Markov dynamics

DOI10.3390/E17063738MaRDI QIDQ296377zbMATH OpenOpenAlexFDO

Authors Gregor Chliamovitch, Alexandre Dupuis, B. Chopard

Publication date 15 June 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e17063738

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites work

• Are biological systems poised at criticality?
• Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
• Information Theory and Statistical Mechanics
• Maximum entropy estimation of transition probabilities of reversible Markov chains

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