Higher-Order Kullback-Leibler Aggregation of Markov Chains

Geiger, B. C.; Wu, Yuchen

Document type:: Konferenzbeitrag
Contribution type:: Textbeitrag / Aufsatz
Author(s):: Geiger, B. C.; Wu, Yuchen
Title:: Higher-Order Kullback-Leibler Aggregation of Markov Chains
Pages contribution:: 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.
Book / Congress title:: Proc. of 11th ITG Conf. on Systems, Communication and Coding (SCC)
Date of congress:: 6.-9.2.2017
Publisher:: VDE
Year:: 2017
Quarter:: 1. Quartal
Year / month:: 2017-02
Month:: Feb
Pages:: 6
Bookseries title:: ITG-Fachbericht
Bookseries volume:: 268
Reviewed:: ja
Language:: en
Publication format:: CD-ROM / DVD
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