Ziv-Merhav estimation for hidden-Markov processes
Fuente:
arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866916448453001216 |
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| author | Barnfield, Nicholas Grondin, Raphaël Pozzoli, Gaia Raquépas, Renaud |
| author_facet | Barnfield, Nicholas Grondin, Raphaël Pozzoli, Gaia Raquépas, Renaud |
| contents | We present a proof of strong consistency of a Ziv-Merhav-type estimator of the cross entropy rate for pairs of hidden-Markov processes. Our proof strategy has two novel aspects: the focus on decoupling properties of the laws and the use of tools from the thermodynamic formalism. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_08809 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Ziv-Merhav estimation for hidden-Markov processes Barnfield, Nicholas Grondin, Raphaël Pozzoli, Gaia Raquépas, Renaud Information Theory Probability 94A17, 37M25 We present a proof of strong consistency of a Ziv-Merhav-type estimator of the cross entropy rate for pairs of hidden-Markov processes. Our proof strategy has two novel aspects: the focus on decoupling properties of the laws and the use of tools from the thermodynamic formalism. |
| title | Ziv-Merhav estimation for hidden-Markov processes |
| topic | Information Theory Probability 94A17, 37M25 |
| url | https://arxiv.org/abs/2408.08809 |