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Higher-Order Kullback-Leibler Aggregation of Markov Chains
- Publication Year :
- 2016
-
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.
- Subjects :
- Computer Science - Information Theory
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1608.04637
- Document Type :
- Working Paper