Abstraction-Guided Truncations for Stationary Distributions of Markov Population Models
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...
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Zusammenfassung: | 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. |
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DOI: | 10.48550/arxiv.2105.01536 |