Stochastic \({p}\)th Root Approximation of a Stochastic Matrix: A Riemannian Optimization Approach.
Fabio DurastanteBeatrice MeiniPublished in: SIAM J. Matrix Anal. Appl. (2024)
Keyphrases
- stochastic optimization
- stochastic search
- discrete random variables
- stochastic programming
- monte carlo sampling
- monte carlo
- approximation schemes
- stage stochastic programs
- np hard
- optimization problems
- covariance matrix
- shape analysis
- shape representation
- constrained optimization
- hopfield neural network
- fisher information