Latent Representation and Simulation of Markov Processes via Time-Lagged Information Bottleneck
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Abstract (arXiv)
Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required for accurate integration. In this paper, we introduce an inference process that maps complex systems into a simplified representational space and models large jumps in time. To achieve this, we propose Time-lagged Information Bottleneck (T-IB), a principled objective rooted in information theory, which aims to capture relevant temporal features while discarding high-frequency information to simplify the simulation task and minimize the inference error. Our experiments demonstrate that T-IB learns information-optimal representations for accurately modeling the statistical properties and dynamics of the original process at a selected time lag, outperforming existing time-lagged dimensionality reduction methods.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 37 of its 78 references that are in the map. First posted on arXiv 13 Sep 2023.
Builds on
37 of 78 references.
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25 more
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Citing papers per year: 2025: 5; 2026: 1.
6 papers.
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- 2025Tracking Temporal Dynamics of Vector Sets with Gaussian Process17 Dec 2025
- 2025Information Shapes Koopman Representation14 Oct 2025
- 2025InfoDPCCA: Information-Theoretic Dynamic Probabilistic Canonical Correlation Analysis10 Jun 2025
- 2025Self-Supervised Evolution Operator Learning for High-Dimensional Dynamical Systems24 May 2025
- 2025Predicting the Energy Landscape of Stochastic Dynamical System via Physics-informed Self-supervised Learning24 Feb 2025