82 citations · 384 across the 49 of their papers we have counts for
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stat.ML2018★ 6 cited
Estimation of Markov Chain via Rank-Constrained Likelihood
Xudong Li, Mengdi Wang, Anru Zhang
This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statis…
stat.ML2018★ 3 cited
Spectral State Compression of Markov Processes
Anru Zhang, Mengdi Wang
Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the stat…