Optimal Kullback–Leibler approximation of Markov chains via nuclear norm regularisation
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Publication:2792941
DOI10.1080/00207721.2013.844284zbMath1332.60109OpenAlexW2134796408MaRDI QIDQ2792941
Publication date: 14 March 2016
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2013.844284
Markov chainlow-rank approximationproximal splitting algorithmKullback-Leibler divergence ratenuclear norm regularisation
Cites Work
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