A pinboard by
Bernhard Geiger

I'm a researcher at Graz University of Technology working in applied information theory (with a data science flavor).

I love math, all things entropy, and working in small teams. Networking is the best part of academic conferences - I'm a people person!


When a Function of Markov Chain is Markov

Markov chains are popular models in science and engineering because of their analytical simplicity: The probability distribution of the future state depends only on the present state. This Markov property in general does not hold if we look at a function of the Markov chain. Indeed, a function of a Markov chain need not be a Markov chain of any (higher) order. The rare scenario in which the Markov property is preserved is called "lumpability", and characterizing conditions under which this scenario occurs is of both theoretical and practical interest.