TY - JOUR
TI - Markov State Space Aggregation via the Information Bottleneck Method
AU - Geiger, Bernhard C.
TI - Markov State Space Aggregation via the Information Bottleneck Method
AB - 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.
VL - 2014
IS - Volume 23
PY - 2015
SN - 1732-3916
C1 - 2083-8476
SP - 45
EP - 56
DO - 10.4467/20838476SI.14.004.3021
UR - https://ejournals.eu/en/journal/schedae-informaticae/article/markov-state-space-aggregation-via-the-information-bottleneck-method
KW - Markov chains
KW - state space aggregation
KW - coarse-graining
KW - information bottleneck
KW - relative entropy
KW - lumpability