State Compression of Markov Processes via Empirical Low-Rank Estimation.
Anru ZhangMengdi WangPublished in: CoRR (2018)
Keyphrases
- low rank
- markov processes
- convex optimization
- matrix factorization
- singular value decomposition
- markov process
- low rank matrix
- rank minimization
- matrix completion
- linear combination
- continuous time markov chains
- semi supervised
- missing data
- stochastic processes
- markov chain
- high order
- machine learning
- state variables
- non stationary
- state space
- active learning
- maximum likelihood
- higher order
- trace norm
- pairwise
- data sets
- regularized regression