Ziv-Merhav estimation for hidden-Markov processes

Autor: Barnfield, Nicholas, Grondin, Raphaël, Pozzoli, Gaia, Raquépas, Renaud
Rok vydání: 2024
Předmět:
Zdroj: IEEE International Symposium on Information Theory 2024, 3606-3611
Druh dokumentu: Working Paper
DOI: 10.1109/ISIT57864.2024.10619304
Popis: 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.
Comment: Short note prepared for the IEEE International Symposium on Information Theory 2024 on a special case of arXiv:2312.02098
Databáze: arXiv