Back to Search
Start Over
Information-Theoretic Reduction of Markov Chains
- Publication Year :
- 2022
-
Abstract
- We survey information-theoretic approaches to the reduction of Markov chains. Our survey is structured in two parts: The first part considers Markov chain coarse graining, which focuses on projecting the Markov chain to a process on a smaller state space that is informative}about certain quantities of interest. The second part considers Markov chain model reduction, which focuses on replacing the original Markov model by a simplified one that yields similar behavior as the original Markov model. We discuss the practical relevance of both approaches in the field of knowledge discovery and data mining by formulating problems of unsupervised machine learning as reduction problems of Markov chains. Finally, we briefly discuss the concept of lumpability, the phenomenon when a coarse graining yields a reduced Markov model.<br />Comment: 16 pages, 3 figures; survey paper
- Subjects :
- Computer Science - Information Theory
Mathematics - Probability
60J10, 94A16
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2204.13896
- Document Type :
- Working Paper