Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation (Q2792941)
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scientific article; zbMATH DE number 6555378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation |
scientific article; zbMATH DE number 6555378 |
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Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation (English)
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14 March 2016
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Markov chain
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low-rank approximation
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Kullback-Leibler divergence rate
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nuclear norm regularisation
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proximal splitting algorithm
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