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Reconstruction of transition probabilities by maximum entropy in the mean

机译:通过均值中的最大熵来重构转移概率

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When observing a random dynamical system, in many cases we can only see its stationary regime, that is, its stationary or equilibrium distribution and do not have access at the dynamics of the system. Thus it is important to have procedures to reconstruct a transition matrix from the knowledge of its equilibriun distribution. We recast the problem of reconstructing a transition probability as a linear, ill-posed, inverse problem with convex constraints. We show how to solve it using the method of maximum entropy in the mean and compare with other methods of reconstruction. We present some simple applications, but mention here that we have tried reconstructing matrices up to size 35 x 35 without any problem. Descibing these would take up more paper space.
机译:在观察随机动力系统时,在许多情况下,我们只能看到其静态状态,即其静态或平衡分布,而无法访问系统动力学。因此,重要的是要有程序根据其均衡分布的知识来重构过渡矩阵。我们重铸了将过渡概率重建为具有凸约束的线性,不适定,逆问题的问题。我们展示了如何使用均值的最大熵方法来解决它,并与其他重建方法进行比较。我们介绍了一些简单的应用程序,但是在这里提到,我们尝试了重建大小最大为35 x 35的矩阵,没有任何问题。描述这些将占用更多的纸张空间。

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