Higher-Order Kullback-Leibler Aggregation of Markov Chains

Geiger, B. C.; Wu, Yuchen

Dokumenttyp:: Konferenzbeitrag
Art des Konferenzbeitrags:: Textbeitrag / Aufsatz
Autor(en):: Geiger, B. C.; Wu, Yuchen
Titel:: Higher-Order Kullback-Leibler Aggregation of Markov Chains
Seitenangaben Beitrag:: 1-6
Abstract:: We consider the problem of reducing a first-order Markov chain on a large alphabet to a higher-order Markov chain on a small alphabet. We present information-theoretic cost functions that are related to predictability and lumpability, show relations between these cost functions, and discuss heuristics to minimize them. Our experiments suggest that the generalization to higher orders is useful for model reduction in reliability analysis and natural language processing.
Kongress- / Buchtitel:: Proc. of 11th ITG Conf. on Systems, Communication and Coding (SCC)
Datum der Konferenz:: 6.-9.2.2017
Verlag / Institution:: VDE
Jahr:: 2017
Quartal:: 1. Quartal
Jahr / Monat:: 2017-02
Monat:: Feb
Seiten:: 6
Serientitel:: ITG-Fachbericht
Serienbandnummer:: 268
Reviewed:: ja
Sprache:: en
Erscheinungsform:: CD-ROM / DVD
BibTeX