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Title:

Information Theoretic Cost Functions for Markov Aggregation and Clustering

Document type:
Konferenzbeitrag
Contribution type:
Vortrag / Präsentation
Author(s):
Amjad, R. A., Geiger, B. C., Blöchl, C.
Abstract:
Markov aggregation is the task of representing a Markov chain with a large alphabet by a Markov chain with a smaller alphabet, thus reducing model complexity while at the same time retaining the computationally and analytically desirable Markov property. In this work we propose an information theoretic cost function for Markov aggregation. This cost function is motivated by two objectives: 1. The process obtained by observing the Markov chain through the mapping should be close to a Markov chain...     »
Book / Congress title:
Seminar at Eurecom, France
Year:
2017
Month:
Oct
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