Probability Distance Based Compression of Hidden Markov Models

DOI10.1137/090774161MaRDI QIDQ3083593zbMATH OpenOpenAlexFDO

Authors Hao Wu, Frank Noé

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

compressiondiscrete Markov chainsfuzzy partitionhidden Markov modellarge-scale stochastic modelsmodel reduction techniquesnumerical examplestotal variation distance

Mathematics Subject Classification ID

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

Recommendations

• Probabilistic distances between finite-state finite-alphabet hidden Markov models
• On computing the total variation distance of hidden Markov models
• A Posteriori Probability Distances Between Finite-Alphabet Hidden Markov Models
• A Compression Algorithm for Probability Transition Matrices
• Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures
• Data Compression for a Source with Markov Characteristics
• Toward Bayesian Data Compression
• Universal Compression of Markov and Related Sources Over Arbitrary Alphabets

Cited in

(6)

• A probabilistic calculus of cyber-physical systems
• A probabilistic algorithm for aggregating vastly undersampled large Markov chains
• A sufficient condition for reducing recursions in hidden Markov models
• On the relationship between bisimulation and trace equivalence in an approximate probabilistic context
• Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
• A Compression Algorithm for Probability Transition Matrices

This page was built for publication: Probability Distance Based Compression of Hidden Markov Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083593)