Computing p th root of a transition matrix with a deep unsupervised learning approach

DOI10.1080/00207160.2024.2439328MaRDI QIDQ6991650zbMATH OpenFDO

Authors Filippo Camellini, Giorgia Franchini, M. Prato

Publication date 28 April 2025

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/11380/1364689

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical mathematical programming methods (65K05) Artificial neural networks and deep learning (68T07) Credit risk (91G40)

Cites work

• A Schur-Padé algorithm for fractional powers of a matrix
• Constrained and unconstrained deep image prior optimization models with automatic regularization
• Functions of Matrices
• Minimization of functions having Lipschitz continuous first partial derivatives
• On \(p\)th roots of stochastic matrices
• Spectral properties of Barzilai-Borwein rules in solving singly linearly constrained optimization problems subject to lower and upper bounds
• Steplength selection in gradient projection methods for box-constrained quadratic programs
• Two-Point Step Size Gradient Methods

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