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Clustering Markov States into Equivalence Classes using SVD and Heuristic Search Algorithms
Proceedings of the Ninth International Workshop on Artificial Intelligence and Statistics, PMLR R4:109-116, 2003.
Abstract
This paper investigates the problem of finding a $K$-state first-order Markov chain that approximates an $M$-state first-order Markov chain, where $K$ is typically much smaller than $M$. A variety of greedy heuristic search algorithms that maximize the data likelihood are investigated and found to work well empirically. The proposed algorithms are demonstrated on two applications: learning user models from traces of Unix commands, and word segmentation in language modeling.