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cs.IT2023★ 1 cited
Information divergences of Markov chains and their applications
Youjia Wang, Michael C. H. Choi
In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between t…
math.PR2023
Markov chain entropy games and the geometry of their Nash equilibria
Michael C. H. Choi, Geoffrey Wolfer
We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function , a finite collection of Markov generators (or its…