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Title:

Generalized Kullback-Leibler Aggregation of Markov Chains

Document type:
Konferenzbeitrag
Contribution type:
Vortrag / Präsentation
Author(s):
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...     »
Book / Congress title:
Workshop on Information and Communication Theory in Control Systems
Organization:
Chair of Real-Time Computer Systems, TUM
Date of congress:
22.-23.05.2017
Date of publication:
22.05.2017
Year:
2017
Quarter:
2. Quartal
Year / month:
2017-05
Month:
May
Reviewed:
ja
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