Model reduction, optimal prediction, and the Mori-Zwanzig representation of Markov chains | IEEE Conference Publication | IEEE Xplore

Model reduction, optimal prediction, and the Mori-Zwanzig representation of Markov chains


Abstract:

Model reduction methods from diverse fields-including control, statistical mechanics and economics-aimed at systems that can be represented by Markov chains, are discusse...Show More

Abstract:

Model reduction methods from diverse fields-including control, statistical mechanics and economics-aimed at systems that can be represented by Markov chains, are discussed in terms of their general properties and common features. These methods include decomposability, optimal prediction techniques, and Mori-Zwanzig representations. Our objective in this paper is to present a survey of and highlight connections between the approaches pursued in different fields, and demonstrate application of the methods on a set of well-known examples.
Date of Conference: 15-18 December 2009
Date Added to IEEE Xplore: 29 January 2010
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Conference Location: Shanghai, China

References

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