English

Abstraction-Guided Truncations for Stationary Distributions of Markov Population Models

Machine Learning 2021-05-05 v1 Systems and Control Systems and Control Quantitative Methods

Abstract

To understand the long-run behavior of Markov population models, the computation of the stationary distribution is often a crucial part. We propose a truncation-based approximation that employs a state-space lumping scheme, aggregating states in a grid structure. The resulting approximate stationary distribution is used to iteratively refine relevant and truncate irrelevant parts of the state-space. This way, the algorithm learns a well-justified finite-state projection tailored to the stationary behavior. We demonstrate the method's applicability to a wide range of non-linear problems with complex stationary behaviors.

Keywords

Cite

@article{arxiv.2105.01536,
  title  = {Abstraction-Guided Truncations for Stationary Distributions of Markov Population Models},
  author = {Michael Backenköhler and Luca Bortolussi and Gerrit Großmann and Verena Wolf},
  journal= {arXiv preprint arXiv:2105.01536},
  year   = {2021}
}

Comments

arXiv admin note: text overlap with arXiv:2010.10096