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Pré-Publication, Document De Travail Année : 2013

Finding the Maximum Entropy Potential of a spike-generating Markov process

Rodrigo Cofre
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Bruno Cessac

Résumé

We consider a spike-generating stationary Markov process whose transition probabilities are known. We show that there is a canonical potential whose Gibbs distribution, obtained from the Maximum Entropy Principle (MaxEnt), is the equilibrium distribution of this process. We provide a method to compute explicitly and exactly this potential as a linear combination of spatio-temporal interactions. The method is based on the Hammersley Clifford decomposition and on periodic orbits sampling. As an application, we establish an explicit correspondence between the parameters of the Ising model and the parameters of Markovian models like the Generalized-Linear Model.
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Dates et versions

hal-00861397 , version 1 (12-09-2013)
hal-00861397 , version 2 (20-09-2013)
hal-00861397 , version 3 (06-01-2014)
hal-00861397 , version 4 (14-05-2014)

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Rodrigo Cofre, Bruno Cessac. Finding the Maximum Entropy Potential of a spike-generating Markov process. 2013. ⟨hal-00861397v2⟩
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