A Generalized Framework For Kullback–Leibler Markov Aggregation
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DOI: 10.1109/tac.2019.2945891
Abstract: We propose an information-theoretic Markov aggregation framework that is motivated by two objectives: 1) The Markov chain observed through the aggregation mapping should be Markov. 2) The aggregated chain should retain the temporal dependence structure… read more here.
Keywords: framework kullback; aggregation; generalized framework; markov aggregation ... See more keywords