Next Article in Journal
The Variety of Information Transfer in Animal Sonic Communication: Review from a Physics Perspective
Next Article in Special Issue
A Weighted Generalized Maximum Entropy Estimator with a Data-driven Weight
Previous Article in Journal / Special Issue
Use of Maximum Entropy Modeling in Wildlife Research
Entropy 2009, 11(4), 867-887; doi:10.3390/e11040867
Article

Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

Queen Mary University of London, School of Mathematical Sciences, Mile End Road, London E1 4NS, UK
Received: 21 September 2009 / Accepted: 10 November 2009 / Published: 17 November 2009
(This article belongs to the Special Issue Maximum Entropy)
Download PDF [210 KB, uploaded 24 February 2015]

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.
Keywords: maximum entropy principle; Markov chain; parameter estimation; statistical mechanics; spin chain models; thermodynamics maximum entropy principle; Markov chain; parameter estimation; statistical mechanics; spin chain models; thermodynamics
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Share & Cite This Article

Further Mendeley | CiteULike
Export to BibTeX |
EndNote
MDPI and ACS Style

Van der Straeten, E. Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains. Entropy 2009, 11, 867-887.

View more citation formats

Related Articles

Article Metrics

For more information on the journal, click here

Comments

Cited By

[Return to top]
Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert