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  1. 1 Schedae Informaticae

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  1. 1 2014

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  1. 1 Geiger B. C.

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Markov State Space Aggregation via the Information Bottleneck Method

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Geiger B. C.
Schedae Informaticae
|
2014
|
vol. 23
PL
Consider the problem of approximating a Markov chain by another Markov chain with a smaller state space that is obtained by partitioning the original state space. An information-theoretic cost function is proposed that is based on the relative entropy rate between the original Markov chain and a Markov chain defined by the partition. The state space aggregation problem can be sub-optimally solved by using the information bottleneck method.
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