Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimating the Entropy Rate of Finite Markov Chains with Application to
  Behavior Studies   Predictability of behavior has emerged an an important characteristic in many
fields including biology, medicine, and marketing. Behavior can be recorded as
a sequence of actions performed by an individual over a given time period. This
sequence of actions can often be modeled as a stationary time-homogeneous
Markov chain and the predictability of the individual's behavior can be
quantified by the entropy rate of the process. This paper provides a
comprehensive investigation of three estimators of the entropy rate of finite
Markov processes and a bootstrap procedure for providing standard errors. The
first two methods directly estimate the entropy rate through estimates of the
transition matrix and stationary distribution of the process; the methods
differ in the technique used to estimate the stationary distribution. The third
method is related to the sliding-window Lempel-Ziv (SWLZ) compression
algorithm. The first two methods achieve consistent estimates of the true
entropy rate for reasonably short observed sequences, but are limited by
requiring a priori specification of the order of the process. The method based
on the SWLZ algorithm does not require specifying the order of the process and
is optimal in the limit of an infinite sequence, but is biased for short
sequences. When used together, the methods can provide a clear picture of the
entropy rate of an individual's behavior.

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The categories of this paper are: nucl-th
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The categories of this paper are: econ
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The categories of this paper are: patt-sol
36
The categories of this paper are: cmp-lg
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The categories of this paper are: chao-dyn
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The categories of this paper are: eess
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The categories of this paper are: math-ph
20
The categories of this paper are: acc-phys
30
The categories of this paper are: q-alg
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The categories of this paper are: q-bio
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The categories of this paper are: cond-mat
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The categories of this paper are: funct-an
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The categories of this paper are: atom-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: dg-ga
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The categories of this paper are: nlin