Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains

DOI10.1109/TAC.2011.2141350zbMath1368.60074MaRDI QIDQ5347914

Kun Deng, Prashant G. Mehta, Sean P. Meyn

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) System structure simplification (93B11) Statistical aspects of information-theoretic topics (62B10)

Related Items (11)

Approximating a diffusion by a finite-state hidden Markov model ⋮ Synwalk: community detection via random walk modelling ⋮ Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control ⋮ A sufficient condition for a unique invariant distribution of a higher-order Markov chain ⋮ Learning Markov Models Via Low-Rank Optimization ⋮ Structure-preserving model reduction of nonlinear building thermal models ⋮ The average cost of Markov chains subject to total variation distance uncertainty ⋮ A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping ⋮ Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation ⋮ Approximate lumpability for Markovian agent-based models using local symmetries ⋮ 11 Reduced-order modeling of large-scale network systems

This page was built for publication: Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains