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Approximations of dimensionality reduction

DR as introduced in Section 3.5.2 can still be
computationally prohibitive, if it is used recursively as in
Section 3.5.3. In this section, we introduce two new
approximations in DR, namely DR-PI (Section 3.6.1) and DR-CI
(Section 3.6.2), which can significantly reduce the
computational complexity while keeping a reasonable accuracy. The key
idea in our new approximations is that distributions (the
sojourn time distribution in levels given event
) can be aggregated without losing too much information. In
Section 3.6.3, we will discuss the computational
complexity of DR, DR-PI, and DR-CI when they are used recursively.

**Subsections**

Takayuki Osogami
2005-07-19