Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains.
Yaqi DuanMengdi WangZaiwen WenYaxiang YuanPublished 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