I have two transition matrixes in which the probabilities for the transition between each
from state to each
to states are recorded. For instance
s1 s2 s3 s1 0.23 0.15 0.26 s2 0.82 0.01 0.01 s3 0.27 0.78 0.08
s1 s2 s3 s1 0.05 0.66 0.44 s2 0.57 0.70 0.12 s3 0.71 0.01 0.28
These are dummy transition matrixes to show an MWE. I am confused how to check if these two transition matrixes show the same transition pribabilities given that
s3 are same in both matrixes?
Can I treat them as a single probability distribution vector and calculate KL divergence using
scipy.stats.entropy function ?