A fundamental limitation to the reduction of Markov chains via aggregation

Georgios Kotsalis; Jeff S. Shamma

doi:10.1109/Allerton.2012.6483389

A fundamental limitation to the reduction of Markov chains via aggregation

Georgios Kotsalis^*, Jeff S. Shamma

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

Abstract

This paper highlights a limitation of state space aggregation based model reduction of Markov chains. It is shown that within the set of Markov chains of a given dimension that admit an exact low order representation, the set of Markov chains where this exact low order representation can be extracted by means of aggregation based model reduction is a nowhere dense set.

Original language	English (US)
Title of host publication	2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012
Pages	1449-1454
Number of pages	6
DOIs	https://doi.org/10.1109/Allerton.2012.6483389
State	Published - 2012
Externally published	Yes
Event	2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012 - Monticello, IL, United States Duration: Oct 1 2012 → Oct 5 2012

Publication series

Name	2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012

Other

Other	2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012
Country/Territory	United States
City	Monticello, IL
Period	10/1/12 → 10/5/12

ASJC Scopus subject areas

Computer Networks and Communications
Computer Science Applications

Access to Document

10.1109/Allerton.2012.6483389

Cite this

Kotsalis, G., & Shamma, J. S. (2012). A fundamental limitation to the reduction of Markov chains via aggregation. In 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012 (pp. 1449-1454). Article 6483389 (2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012). https://doi.org/10.1109/Allerton.2012.6483389

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note = "2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012 ; Conference date: 01-10-2012 Through 05-10-2012",

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Kotsalis, G & Shamma, JS 2012, A fundamental limitation to the reduction of Markov chains via aggregation. in 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012., 6483389, 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012, pp. 1449-1454, 2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012, Monticello, IL, United States, 10/1/12. https://doi.org/10.1109/Allerton.2012.6483389

A fundamental limitation to the reduction of Markov chains via aggregation. / Kotsalis, Georgios; Shamma, Jeff S.
2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012. 2012. p. 1449-1454 6483389 (2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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A fundamental limitation to the reduction of Markov chains via aggregation

Abstract

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