Ziv-Merhav estimation for hidden-Markov processes
<|reference_start|>Ziv-Merhav estimation for hidden-Markov processes: We present a proof of strong consistency of a Ziv-Merhav-type estimator of the cross entropy rate for pairs of hidden-Markov processes. Our proof strategy has two novel aspects: the focus on decoupling properties of the laws and the use of tools from the thermodynamic formalism.<|reference_end|>
@article{barnfield2024ziv-merhav,
    title={Ziv-Merhav estimation for hidden-Markov processes},
    author={Nicholas Barnfield, Rapha"el Grondin, Gaia Pozzoli, Renaud Raqu'epas},
    journal={IEEE International Symposium on Information Theory 2024, 3606-3611},
    year={2024},
    doi={10.1109/ISIT57864.2024.10619304},
    archivePrefix={arXiv},
    eprint={2408.08809},
    primaryClass={cs.IT math.IT math.PR}
}