A Compression Algorithm for Probability Transition Matrices

  • Authors:
  • William M. Spears

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1999

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Abstract

This paper describes a compression algorithm for probability transition matrices. The compressed matrix is itself a probability transition matrix. In general the compression is not error free, but the error appears to be small even for high levels of compression.