Maximum entropy for countable Markov chains

zbMATH Open1084.60536MaRDI QIDQ5201144FDOQ5201144

Authors: Costel Bălcău 

Publication date: 12 April 2006

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zbMATH Keywords

linear inverse problemsgeometric programminghomogeneous Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of mathematical programming (90C90) Measures of information, entropy (94A17)

Cited In (18)

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• On the maximum entropy principle for uniformly ergodic Markov chains
• Ranking nodes according to their path-complexity
• Maximum entropy estimation of transition probabilities of reversible Markov chains
• Linearly constrained Iosifescu-Theodorescu entropy maximization for homogeneous stationary multiple Markov chains
• ENTROPY OF RANDOM VARIABLE SEQUENCE IN A PARTICULAR MARKOV CHAIN
• Homogeneous stationary multiple Markov chains with maximum Iosifescu-Theodorescu entropy
• A Monte Carlo estimation of the entropy for Markov chains
• On Maxentropic Reconstruction of Countable Markov Chains and Matrix Scaling Problems
• Maxentropy completion and properties of some partially defined stationary Markov chains
• Evolution of non-stationary processes and some maximum entropy principles
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• Maximum entropy for determining the transition probability matrix of a Markov chain with a specified stationary distribution
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• On the complexity of computing maximum entropy for Markovian models
• Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains
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