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Multigrid Methods for Tensor Structured Markov Chains with Low Rank Approximation.

Matthias BoltenKarsten KahlSonja Sokolovic
Published in: SIAM J. Sci. Comput. (2016)
Keyphrases
  • markov chain
  • higher order
  • high order
  • high dimensional data
  • low rank matrix approximation
  • state space
  • low rank approximation