Information Geometry Approach to Parameter Estimation in Markov Chains

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Information Geometry Approach to Parameter Estimation in Markov Chains

16 January 2014

Masahito Hayashi

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Papers citing "Information Geometry Approach to Parameter Estimation in Markov Chains"

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Title
The space of positive transition measures on a Markov chain Naomichi Nakajima 23 1 0 18 Oct 2023
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models C. Fuh C. Kao T. Pang 47 0 0 14 Mar 2023
Optimal Best Markovian Arm Identification with Fixed Confidence Vrettos Moulos 55 19 0 02 Dec 2019
Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains Vrettos Moulos V. Anantharam 36 7 0 10 Jul 2019
On $w$ -mixtures: Finite convex combinations of prescribed component distributions Frank Nielsen Richard Nock CoGe 81 11 0 02 Aug 2017
Information Geometry Approach to Parameter Estimation in Hidden Markov Models Masahito Hayashi 32 1 0 17 May 2017
Function-Specific Mixing Times and Concentration Away from Equilibrium Maxim Rabinovich Aaditya Ramdas Michael I. Jordan Martin J. Wainwright 35 8 0 06 May 2016
Uniform Random Number Generation from Markov Chains: Non-Asymptotic and Asymptotic Analyses Masahito Hayashi Shun Watanabe 83 37 0 15 Mar 2015