Ziv-Merhav estimation for hidden-Markov processes
arXiv:2408.08809 · doi:10.1109/ISIT57864.2024.10619304
Abstract
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.
Short note prepared for the IEEE International Symposium on Information Theory 2024 on a special case of arXiv:2312.02098