From camille.bessepatin from gmail.com Fri Oct 3 12:53:38 2008 From: camille.bessepatin from gmail.com (Camille) Date: Fri Oct 3 13:49:35 2008 Subject: [Bio-information-theory] Entropy evolution of the posterior distribution given a sequence of observations in a HMM Message-ID: Hi ! I would like to know if anybody knows any paper that is about the evolution of entropy of the state estimation given a sequence of observations in a hidden Markov chain before convergence to the entropy rate of this Markov chain. In other words, let $b$ a probability distribution over a finite set of states. Given the probability of transition and emission of the Markov chain, one can compute using the Bayes rules an estimation of the state the chain is in. Do you know any work related to the evolution of the entropy H(b), maybe related to entropy production rate or some work like that ? Some work on the capacity of a memoryless channel transmitting symbols generated by a Markov source would be appreciated too :-) I read some work from Mohammad Rezaeian (http://arxiv.org/abs/cs.IT/ 0606114) on estimation entropy, but his work assumes convergence of the Markov chain to the stationary regime. Thank you very much, CB.