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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| Format: | Article |
| Language: | English |
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MDPI AG
2009-11-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/11/4/867/ |
| Summary: | 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 theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blume-Emery-Griffiths model. |
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| ISSN: | 1099-4300 |