Lumpings of Markov Chains, Entropy Rate Preservation, and Higher-Order Lumpability.
Bernhard C. GeigerChristoph TemmelPublished in: J. Appl. Probab. (2014)
Keyphrases
- markov chain
- higher order
- steady state
- finite state
- transition probabilities
- monte carlo
- state space
- stochastic process
- stationary distribution
- markov processes
- random walk
- monte carlo method
- markov process
- markov model
- information theory
- probabilistic automata
- information theoretic
- mutual information
- sample path
- pairwise
- monte carlo simulation
- markov models
- markov random field
- probability distribution
- random numbers
- queueing theory
- assemble to order systems
- finite automata
- reinforcement learning