Higher-Order Kullback-Leibler Aggregation of Markov Chains
Konferenz: SCC 2017 - 11th International ITG Conference on Systems, Communications and Coding
06.02.2017 - 09.02.2017 in Hamburg, Germany
Tagungsband: SCC 2017
Seiten: 6Sprache: EnglischTyp: PDF
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Autoren:
Geiger, Bernhard C.; Wu, Yuchen (Institute for Communications Engineering, Technical University of Munich, Germany)
Inhalt:
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.