On the metric-based approximate minimization of Markov chains

In this paper we address the approximate minimization problem of Markov Chains (MCs) from a behavioral metric-based perspective. Specifically, given a finite MC and a positive integer k, we are looking for an MC with at most k states having minimal distance to the original. The metric considered in this work is the bisimilarity distance of Desharnais et al. For this metric we show that (1) optimal approximations always exist; (2) the problem has a bilinear program characterization; and (3) prove that its threshold problem is in PSPACE and NP-hard. In addition to the bilinear program solution, we present an approach inspired by expectation maximization techniques for computing suboptimal solutions to the problem. Experiments suggest that our method gives a practical approach that outperforms the bilinear program implementation run on state-of-the-art bilinear solvers.