Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

DOI10.1016/J.SPA.2014.07.011zbMATH Open1300.60084arXiv1211.6181OpenAlexW2963786555MaRDI QIDQ744238FDOQ744238

Authors: Nicholas F. Travers 

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exists a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topolgies and easily testable.

Full work available at URL: https://arxiv.org/abs/1211.6181

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zbMATH Keywords

hidden Markov modelexponential convergenceentropy ratepath-mergeable states

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)

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Cited In (2)

• Shannon entropy rate of hidden Markov processes
• Spectral simplicity of apparent complexity. I: The nondiagonalizable metadynamics of prediction

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