Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

Entropy

关键词: maximum entropy principle;    Markov chain;    parameter estimation;    statistical mechanics;    spin chain models;    thermodynamics;   

DOI  :  10.3390/e11040867

来源: mdpi

【 摘 要 】

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.

【 授权许可】

CC BY   
© 2009 by the author; licensee Molecular Diversity Preservation International, Basel, Switzerland.