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math.PR2026
Information-theoretic coordinate subset and partition selection of multivariate Markov chains via submodular optimization
Zheyuan Lai, Michael C. H. Choi
We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space, as well as the problem of fin…
math.PR2026
Information-theoretic minimax and submodular optimization algorithms for multivariate Markov chains
Zheyuan Lai, Michael C. H. Choi
We study an information-theoretic minimax problem for finite multivariate Markov chains on -dimensional product state spaces. Given a family of $…