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Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains.

Authors :
Van der Straeten, Erik
Source :
Entropy; Dec2009, Vol. 11 Issue 4, p867-887, 21p, 1 Graph
Publication Year :
2009

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10994300
Volume :
11
Issue :
4
Database :
Complementary Index
Journal :
Entropy
Publication Type :
Academic Journal
Accession number :
47332236
Full Text :
https://doi.org/10.3390/e11040867