Entropy Rate — Hidden Markov Model

A Hidden Markov Model with N hidden states emits symbols. The entropy rate H of the output process is strictly less than the observed symbol entropy H_obs — information is hidden in the latent state sequence.

HMM Parameters

Hidden states N: 3 Emission noise σ: 0.40 Transition mixing: 0.30 Symbols M: 4

Entropy Analysis

Hidden chain H: - bits

Output H rate: - bits

Obs. symbol H: - bits

Max (log₂M): - bits

Entropy Rate — Hidden Markov Model

HMM Parameters

Entropy Analysis

Live Sequence