2000 character limit reached
The exponential family of Markov chains and its information geometry (1701.06119v1)
Published 22 Jan 2017 in cs.IT and math.IT
Abstract: We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of information geometry is effectively applied to our framework, which enables us to characterize the divergence rate of Markov chain from a differential geometric viewpoint.