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
References in corpus (9)
- Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions
- Language Trees and Zipping
- Entropy production and Kullback-Leibler divergence between stationary trajectories of discrete systems
- Natural Language Statistical Features of LSTM-generated Texts
- Play. Pause. Rewind. Measuring local entropy production and extractable work in active matter
- Taylor series expansions for the entropy rate of Hidden Markov Processes
- On a waiting-time result of Kontoyiannis: mixing or decoupling?
- On the Ziv-Merhav theorem beyond Markovianity
- On the Ziv-Merhav theorem beyond Markovianity II: leveraging the thermodynamic formalism