Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

Author: Van der Straeten Erik  

Publisher: MDPI

E-ISSN: 1099-4300|11|4|867-887

ISSN: 1099-4300

Source: Entropy, Vol.11, Iss.4, 2009-11, pp. : 867-887

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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.