Probability Distance Based Compression of Hidden Markov Models

DOI10.1137/090774161zbMath1210.65018OpenAlexW1992413693MaRDI QIDQ3083593

Frank Noé, Hao Wu

Publication date: 22 March 2011

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090774161

zbMATH Keywords

numerical exampleshidden Markov modelcompressionfuzzy partitiontotal variation distancediscrete Markov chainsmodel reduction techniqueslarge-scale stochastic models

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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On the Relationship Between Bisimulation and Trace Equivalence in an Approximate Probabilistic Context ⋮ A probabilistic calculus of cyber-physical systems ⋮ A probabilistic algorithm for aggregating vastly undersampled large Markov chains

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