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Titel:

Generalized Kullback-Leibler Aggregation of Markov Chains

Dokumenttyp:
Konferenzbeitrag
Art des Konferenzbeitrags:
Vortrag / Präsentation
Autor(en):
Geiger, B. C. and Amjad, R. A.
Abstract:
The Markov aggregation problem considers approximating a Markov chain with a large alphabet by a Markov chain with a small alphabet, such that the latter preserves relevant aspects of the former while significantly reducing model complexity. Recently, information-theoretic cost functions have been proposed for the Markov aggregation problem, and they have been shown to be connected to predictability, spectral clustering, lumpability, and the information bottleneck method. In this talk, we develo...     »
Kongress- / Buchtitel:
Workshop on Information and Communication Theory in Control Systems
Ausrichter der Konferenz:
Chair of Real-Time Computer Systems, TUM
Datum der Konferenz:
22.-23.05.2017
Publikationsdatum:
22.05.2017
Jahr:
2017
Quartal:
2. Quartal
Jahr / Monat:
2017-05
Monat:
May
Reviewed:
ja
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