- Tytuł:
- Markov State Space Aggregation via the Information Bottleneck Method
- Autorzy:
- Geiger, Bernhard C.
- Powiązania:
- https://bibliotekanauki.pl/articles/1373624.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Jagielloński. Wydawnictwo Uniwersytetu Jagiellońskiego
- Tematy:
-
Markov chains
state space aggregation
coarse-graining
information bottleneck
relative entropy
lumpability - Opis:
- 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.
- Źródło:
-
Schedae Informaticae; 2014, 23; 45-56
0860-0295
2083-8476 - Pojawia się w:
- Schedae Informaticae
- Dostawca treści:
- Biblioteka Nauki
Artykuł