4.6 Article

Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains

期刊

ENTROPY
卷 11, 期 4, 页码 867-887

出版社

MDPI
DOI: 10.3390/e11040867

关键词

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

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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.

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