Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes.
Dario A. BiniStefano MasseiBeatrice MeiniPublished in: Math. Comput. (2018)
Keyphrases
- stochastic processes
- semi infinite
- linear program
- optimality conditions
- probability distribution
- random fields
- semidefinite
- least squares
- linear programming
- random variables
- quadratic program
- finite dimensional
- dynamic bayesian networks
- mixed integer
- optimal solution
- graphical models
- hidden markov models
- interior point methods
- semidefinite programming
- linear constraints
- machine learning
- markov random field
- parameter estimation