The entropy of a binary Hidden Markov Process

被引:28
|
作者
Zuk, O [1 ]
Kanter, I
Domany, E
机构
[1] Weizmann Inst Sci, Dept Phys Complex Syst, IL-76100 Rehovot, Israel
[2] Bar Ilan Univ, Dept Phys, IL-52900 Ramat Gan, Israel
关键词
Hidden Markov Process; entropy; random-field Ising model;
D O I
10.1007/s10955-005-7576-y
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion coefficients up to second order in epsilon. Using a conjecture we extend the calculation to 11th order and discuss the convergence of the resulting series.
引用
收藏
页码:343 / 360
页数:18
相关论文
共 50 条
  • [21] Robust hidden Markov LQG problems
    Hansen, Lars Peter
    Mayer, Ricardo
    Sargent, Thomas
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2010, 34 (10) : 1951 - 1966
  • [22] Limit Theorems in Hidden Markov Models
    Han, Guangyue
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2013, 59 (03) : 1311 - 1328
  • [23] Characterization of Ergodic Hidden Markov Sources
    Schoenhuth, Alexander
    Jaeger, Herbert
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2009, 55 (05) : 2107 - 2118
  • [24] Exact solution of the hidden Markov processes
    Saakian, David B.
    PHYSICAL REVIEW E, 2017, 96 (05)
  • [25] Escape of entropy for countable Markov shifts
    Iommi, Godofredo
    Todd, Mike
    Velozo, Anibal
    ADVANCES IN MATHEMATICS, 2022, 405
  • [26] Degree of entanglement in Entangled Hidden Markov Models
    Accardi, Luigi
    Souissi, Abdessatar
    Soueidi, El Gheteb
    Rhaima, Mohamed
    CHAOS SOLITONS & FRACTALS, 2025, 196
  • [27] Exploring the state sequence space for hidden Markov and semi-Markov chains
    Guedon, Yann
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2007, 51 (05) : 2379 - 2409
  • [28] Boundary and entropy of space homogeneous Markov chains
    Kaimanovich, VA
    Woess, W
    ANNALS OF PROBABILITY, 2002, 30 (01) : 323 - 363
  • [29] Complexity of Estimating Renyi Entropy of Markov Chains
    Obremski, Maciej
    Skorski, Maciej
    2020 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2020, : 2264 - 2269
  • [30] A monte carlo estimation of the entropy for Markov chains
    Chauveau, Didier
    Vandekerkhove, Pierre
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2007, 9 (01) : 133 - 149