103 citations · 250 across the 29 of their papers we have counts for
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The entropy rate of Linear Additive Markov Processes
Bridget Smart, Matthew Roughan, Lewis Mitchell
This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation struct…
NPD Entropy: A Non-Parametric Differential Entropy Rate Estimator
Andrew Feutrill, Matthew Roughan
The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for statio…
Differential Entropy Rate Characterisations of Long Range Dependent Processes
Andrew Feutrill, Matthew Roughan
A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slowe…
Hidden Markov Model Identifiability via Tensors
Paul Tune, Hung X. Nguyen, Matthew Roughan
The prevalence of hidden Markov models (HMMs) in various applications of statistical signal processing and communications is a testament to the power and flexibility of the model.…