Inference, Prediction, & Entropy-Rate Estimation of Continuous-Time, Discrete-Event Processes

Sarah E. Marzen, James P. Crutchfield
2022 Entropy  
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide new methods for inferring, predicting, and estimating them. The methods rely on an extension of Bayesian structural inference that takes advantage of neural network's universal approximation power. Based on experiments with complex synthetic data, the
more » ... are competitive with the state-of-the-art for prediction and entropy-rate estimation.
doi:10.3390/e24111675 pmid:36421529 pmcid:PMC9689584 fatcat:r6ay75ve5jgfljakgygj5veena