Eecient State Classiication of Finite-state Markov Chains
نویسندگان
چکیده
This paper presents an e cient method for state classi cation of nite state Markov chains using BDD-based symbolic techniques. The method exploits the fundamental properties of a Markov chain and classi es the state space by iteratively applying reachability analysis. We compare our method with the current state-of-the-art technique which requires the computation of the transitive closure of the transition relation of a Markov chain. Experiments in over a dozen synchronous and asynchronous systems demonstrate that our method dramatically reduces the CPU time needed, and solves much larger problems because of reduced memory requirements.
منابع مشابه
Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of...
متن کاملThe Rate of Rényi Entropy for Irreducible Markov Chains
In this paper, we obtain the Rényi entropy rate for irreducible-aperiodic Markov chains with countable state space, using the theory of countable nonnegative matrices. We also obtain the bound for the rate of Rényi entropy of an irreducible Markov chain. Finally, we show that the bound for the Rényi entropy rate is the Shannon entropy rate.
متن کاملStochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry
We present a stochastic dynamic programming approach with Markov chains for optimal control of the forest sector. The forest is managed via continuous cover forestry and the complete system is sustainable. Forest industry production, logistic solutions and harvest levels are optimized based on the sequentially revealed states of the markets. Adaptive full system optimization is necessary for co...
متن کاملMarkov chain convergence : from finite to infinite by Jeffrey
Bounds on convergence rates for Markov chains are a very widely-studied topic, motivated largely by applications to Markov chain Monte Carlo algorithms. For Markov chains on finite state spaces, previous authors have obtained a number of very useful bounds, including those which involve choices of paths. Unfortunately, many Markov chains which arise in practice are not finite. In this paper, we...
متن کاملEmpirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کامل