Entropy Rate Estimation for Markov Chains with Continuous Distributions
Author:
Affiliation:
1. Zhejiang Lab
2. University of California,Department of Electrical and Computer Engineering,Davis
Funder
National Science Foundation
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10206429/10206441/10206685.pdf?arnumber=10206685
Reference27 articles.
1. On the estimation of the entropy rate of finite Markov chains;ciuperca;Proc International Symposium on Applied Stochastic Models and Data Analysis,2005
2. Some asymptotic properties of the entropy of a stationary ergodic data source with applications to data compression
3. Entropy rate estimation for Markov chains with large state space;han;Advances in neural information processing systems,2018
4. Estimation of entropy rate and Rényi entropy rate for Markov chains;kamath;Proc IEEE Intl Symposium on Inform Theory,2016
5. Relative Entropy Rate Based Multiple Hidden Markov Model Approximation
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