Université de Paris

Model reduction is one of the most used tools to characterize real-world complex systems. A large realistic model is approximated by a simpler model on a smaller state space, capturing what is considered by the user as the most important features of the larger model. In this talk we will introduce a new information-theoretic criterion, called "autoinformation", that aggregates states of a Markov chain and provide a reduced model as Markovian (small memory of the past) and as predictable (small level of noise) as possible. We will discuss the connection of autoinformation to widely accepted model reduction techniques in network science such as modularity or degree-corrected stochastic block model inference. In addition to our theoretical results, we will validate such technique with didactic and real-life examples. When applied to the ocean surface currents, our technique, which is entirely data-driven, is able to identify the main global structures of the oceanic system when focusing on the appropriate time-scale of around 6 months.
arXiv link: https://arxiv.org/abs/2005.00337