Spectral State Compression of Markov Processes

DOI10.1109/TIT.2019.2956737zbMath1448.62127arXiv1802.02920MaRDI QIDQ5123921

Mengdi Wang, Anru Zhang

Publication date: 29 September 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02920

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (7)

Synwalk: community detection via random walk modelling ⋮ A low-rank spectral method for learning Markov models ⋮ Learning Markov Models Via Low-Rank Optimization ⋮ Spectral norm bounds for block Markov chain random matrices ⋮ Singular value distribution of dense random matrices with block Markovian dependence ⋮ Spectral thresholding for the estimation of Markov chain transition operators ⋮ Blind Identification of Stochastic Block Models from Dynamical Observations

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