Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoret...

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Bibliographic Details
Main Author: Erik Van der Straeten
Format: Article
Language:English
Published: MDPI AG 2009-11-01
Series:Entropy
Subjects:
maximum entropy principle
Markov chain
parameter estimation
statistical mechanics
spin chain models
thermodynamics
Online Access:http://www.mdpi.com/1099-4300/11/4/867/

Internet

http://www.mdpi.com/1099-4300/11/4/867/

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