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Conference Paper: Analyticity of entropy rate in families of hidden Markov chains

TitleAnalyticity of entropy rate in families of hidden Markov chains
Authors
Issue Date2005
Citation
Ieee International Symposium On Information Theory - Proceedings, 2005, v. 2005, p. 2193-2197 How to Cite?
AbstractWe prove that under mild assumptions a hidden Markov chain varies analytically, in a strong sense, as a function of the underlying Markov chain parameters. In particular, we show that, under these assumptions, the entropy rate of a hidden Markov chain is an analytic function of the parameters. We give examples to show how this can fail in some cases. And we study two natural special classes of hidden Markov chains in more detail: binary hidden Markov chains with an unambiguous symbol and binary Markov chains corrupted by binary symmetric noise.
Persistent Identifierhttp://hdl.handle.net/10722/158862
References

 

DC FieldValueLanguage
dc.contributor.authorHan, Gen_US
dc.contributor.authorMarcus, Ben_US
dc.date.accessioned2012-08-08T09:03:58Z-
dc.date.available2012-08-08T09:03:58Z-
dc.date.issued2005en_US
dc.identifier.citationIeee International Symposium On Information Theory - Proceedings, 2005, v. 2005, p. 2193-2197en_US
dc.identifier.urihttp://hdl.handle.net/10722/158862-
dc.description.abstractWe prove that under mild assumptions a hidden Markov chain varies analytically, in a strong sense, as a function of the underlying Markov chain parameters. In particular, we show that, under these assumptions, the entropy rate of a hidden Markov chain is an analytic function of the parameters. We give examples to show how this can fail in some cases. And we study two natural special classes of hidden Markov chains in more detail: binary hidden Markov chains with an unambiguous symbol and binary Markov chains corrupted by binary symmetric noise.en_US
dc.languageengen_US
dc.relation.ispartofIEEE International Symposium on Information Theory - Proceedingsen_US
dc.titleAnalyticity of entropy rate in families of hidden Markov chainsen_US
dc.typeConference_Paperen_US
dc.identifier.emailHan, G:ghan@hku.hken_US
dc.identifier.authorityHan, G=rp00702en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1109/ISIT.2005.1523736en_US
dc.identifier.scopuseid_2-s2.0-33746610187en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-33746610187&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume2005en_US
dc.identifier.spage2193en_US
dc.identifier.epage2197en_US
dc.identifier.scopusauthoridHan, G=8640067800en_US
dc.identifier.scopusauthoridMarcus, B=7102086378en_US

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