@article{a1164f51-4358-4c4c-9138-56b1c502d2a1,
author = {Bernhard C. Geiger},
title = {Markov State Space Aggregation via the Information Bottleneck Method},
journal = {Schedae Informaticae},
volume = {2014},
number = {Volume 23},
year = {2015},
issn = {1732-3916},
pages = {45-56},keywords = {Markov chains; state space aggregation; coarse-graining; information bottleneck; relative entropy; lumpability},
abstract = {Consider the problem of approximating a Markov chain by another Markov chain with a smaller state space that is obtained by partitioning the original state space. An information-theoretic cost function is proposed that is based on the relative entropy rate between the original Markov chain and a Markov chain defined by the partition. The state space aggregation problem can be sub-optimally solved by using the information bottleneck method.},
doi = {10.4467/20838476SI.14.004.3021},
url = {https://ejournals.eu/en/journal/schedae-informaticae/article/markov-state-space-aggregation-via-the-information-bottleneck-method}
}