3 papers
math.NA2025
Computing large deviation rate functions of entropy production for diffusion processes by an interacting particle method
Zhizhang Wu, Renaud Raquépas, Jack Xin +1
We develop an interacting particle method (IPM) for computing the large deviation rate function of entropy production for diffusion processes, with emphasis on the vanishing-noise…
cs.IT2024
Ziv-Merhav estimation for hidden-Markov processes
Nicholas Barnfield, Raphaël Grondin, Gaia Pozzoli +1
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: th…
math.PR2024
Large deviations of return times and related entropy estimators on shift spaces
Noé Cuneo, Renaud Raquépas
We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider s…