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.

Barnfield, N., Grondin, R., Pozzoli, G., Raquépas, R. (2024). Ziv-Merhav Estimation for Hidden-Markov Processes. In 2024 IEEE International Symposium on Information Theory (ISIT) (pp.3606-3611). IEEE [10.1109/isit57864.2024.10619304].

Ziv-Merhav Estimation for Hidden-Markov Processes

Pozzoli, Gaia;
2024

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.
paper
cross entropy; estimation; hidden Markov; Kullback-Leibler; thermodynamic formalism; Ziv-Merhav;
English
2024 IEEE International Symposium on Information Theory, ISIT 2024 - 07-12 July 2024
2024
2024 IEEE International Symposium on Information Theory (ISIT)
9798350382846
2024
3606
3611
partially_open
Barnfield, N., Grondin, R., Pozzoli, G., Raquépas, R. (2024). Ziv-Merhav Estimation for Hidden-Markov Processes. In 2024 IEEE International Symposium on Information Theory (ISIT) (pp.3606-3611). IEEE [10.1109/isit57864.2024.10619304].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/585802
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