Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains.

Yaqi Duan Mengdi Wang Zaiwen Wen Yaxiang Yuan

Published in: SIAM J. Matrix Anal. Appl. (2020)

Keyphrases

markov chain
transition probabilities
state space
steady state
finite state
monte carlo

markov process
random walk
markov processes
stationary distribution
stochastic process
rank aggregation

probabilistic automata
pattern matching
transition matrix
queueing networks
closed form

graphical models
objective function
markov model
monte carlo method
information theoretic