Alternating Markov Chains for Distribution Estimation in the Presence of Errors

交替马尔可夫链的几何与对偶性

Geometry and Duality of Alternating Markov Chains

本文将一般马尔可夫链的半步实现为联合概率分布凸集间关于逆向Kullback-Leibler散度的交替投影，并以此几何刻画证明了奇偶半步定义的马尔可夫链间的信息论对偶性。

Entropy Rate for Hidden Markov Chains with rare transitions

We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.

Information-Theoretic Reduction of Markov Chains

We survey information-theoretic approaches to the reduction of Markov chains. Our survey is structured in two parts: The first part considers Markov chain coarse graining, which focuses on projecting the Markov chain to a process on a smaller state space that is informative}about certain quantities of interest. The second part considers Markov chain model reduction, which focuses on replacing the original Markov model by a simplified one that yields similar behavior as the original Markov model. We discuss the practical relevance of both approaches in the field of knowledge discovery and data …