A compression algorithm for probability transition matrices

SIAM Journal on Matrix Analysis and Applications

Volumn 20, Issue 1, 1998, Pages 60-77

  Spears, William M ^a  

^a NAVAL RESEARCH LABORATORY   (United States)

Author keywords

Aggregation; Compression; Lumping; Probability transition matrix; Transient behavior

Indexed keywords

EID: 0032217342     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479897316916     Document Type: Article

References (12)

1. T. DAYAR AND W. J. STEWART, Quasi lumpability, lower-bounding coupling matrices and nearly completely decomposable Markov chains, SIAM J. Matrix Anal. Appl., 18 (1997), pp. 482-498.
2. K. DE JONG, W. SPEARS, AND D. F. GORDON, Using Markov chains to analyze GAFOs, in Foundations of GAs Workshop, Morgan-Kaufmann, San Francisco, 1994, pp. 115-137.
3. E. C. HOWE AND C. R. JOHNSON, Aggregation of Markov processes: Axiomatization, J. Theoret. Probab., 2 (1989), pp. 201-208.
4. E. C. HOWE AND C. R. JOHNSON, Linear aggregation of input-output models, SIAM J. Matrix Anal. Appl., 10 (1989), pp. 65-79.
5. J. KEMENY AND J. SNELL, Finite Markov Chains, D. Van Nostrand, New York, 1960.
6. A. E. NIX AND M. D. VOSE, Modelling genetic algorithms with Markov chains, Ann. Math. Artificial Intelligence, 5 (1992), pp. 79-88.
7. R. SIDJE AND W. J. STEWART, A survey of methods for computing large sparse matrix exponentials arising in Markov chains, J. Comput. Statist. Data Anal., to appear.
8. W. SPEARS, K. DE JONG, T. BAECK, D. FOGEL, AND H. DE GARIS, An overview of evolutionary computation, in Proc. European Conference on Machine Learning, Springer-Verlag, Berlin, 1993, pp. 442-459.
9. W. SPEARS AND K. DE JONG, Analyzing GAs using Markov models with semantically ordered and lumped states, in Foundations of GAs Workshop, Morgan-Kaufmann, San Francisco, 1996, pp. 85-100.
10. W. J. STEWART, Introduction to the Numerical Solution of Markov Chains, Princeton University Press, Princeton, NJ, 1994.
11. W. J. STEWART AND W. WU, Numerical experiments with iteration and aggregation for Markov chains, ORSA J. Comput., 4 (1992), pp. 336-350.
12. M. VOSE, Modeling simple genetic algorithms, Evolutionary Computation, 3 (1995), pp. 453-472.