%0 Journal Article
%T Markov State Space Aggregation via the Information Bottleneck Method
%A Geiger, Bernhard C.
%J Schedae Informaticae
%V 2014
%R 10.4467/20838476SI.14.004.3021
%N Volume 23
%P 45-56
%K Markov chains, state space aggregation, coarse-graining, information bottleneck, relative entropy, lumpability
%@ 1732-3916
%D 2015
%U https://ejournals.eu/en/journal/schedae-informaticae/article/markov-state-space-aggregation-via-the-information-bottleneck-method
%X 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.