相关论文: Entropy rate calculations of algebraic measures

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…

We study Markov tree-shifts given by $k$ transition matrices, one for each of its $k$ directions. We provide a method to characterize the complexity function for these tree-shifts, used to calculate the tree entropies defined by Ban and…

Hidden Markov Processes (HMP) is one of the basic tools of the modern probabilistic modeling. The characterization of their entropy remains however an open problem. Here the entropy of HMP is calculated via the cycle expansion of the…

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Typically, the entropy of an isolated system in equilibrium is calculated by counting the number of accessible microstates, or in more general cases by using the Gibbs formula. In irreversible processes entropy spontaneously increases and…

To calculate the entropy of a subalgebra or of a channel with respect to a state, one has to solve an intriguing optimalization problem. The latter is also the key part in the entanglement of formation concept, in which case the subalgebra…

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…

We extend the definition of algebraic entropy to semi-discrete (difference-differential) equations. Calculating the entropy for a number of integrable and non integrable systems, we show that its vanishing is a characteristic feature of…

This paper considers the derivative of the entropy rate of a hidden Markov process with respect to the observation probabilities. The main result is a compact formula for the derivative that can be evaluated easily using Monte Carlo…

The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path x_1^n using the entropy of the k-block empirical probability and letting k grow with $n$ roughly like log n. We further assume that the…

We consider a protocol for the two-time measurement of entropic observables in quantum open systems driven out of thermal equilibrium by coupling to several heat baths. We concentrate on the Markovian approximation of the time-evolution and…

To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications,…

In this paper, we consider a subshift of finite type with Markov measure. By considering a union of cylinders as holes, we investigate the exponential growth rate of measure of points whose orbits do not escape into the hole over a fixed…