Spectral State Compression of Markov Processes
نویسندگان
چکیده
منابع مشابه
State Compression of Markov Processes via Empirical Low-Rank Estimation
Model reduction is a central problem in analyzing complex systems and highdimensional data. We study the state compression of finite-state Markov process from its empirical trajectories. We adopt a low-rank model which is motivated by the state aggregation of controlled systems. A spectral method is proposed for estimating the frequency and transition matrices, estimating the compressed state s...
متن کاملDenumerable State Nonhomogeneous Markov Decision Processes
We consider denumerable state nonhomogeneous Markov decision processes and extend results from both denumerable state homogeneous and finite state nonhomogeneous problems. We show that, under weak ergodicity, accumulation points of finite horizon optima (termed algorithmic optima) are average cost optimal. We also establish the existence of solution horizons. Finally, an algorithm is presented ...
متن کاملSpectral Analysis of Multi-dimensional Self-similar Markov Processes
In this paper we consider a discrete scale invariant (DSI) process {X(t), t ∈ R} with scale l > 1. We consider to have some fix number of observations in every scale, say T , and to get our samples at discrete points α, k ∈ W where α is obtained by the equality l = α and W = {0, 1, . . .}. So we provide a discrete time scale invariant (DT-SI) process X(·) with parameter space {α, k ∈ W}. We fin...
متن کاملON THE INFINITE ORDER MARKOV PROCESSES
The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.
متن کاملApplication of Markov Processes to the Machine Delays Analysis
Production and non-productive equipment and personnel delays are a critical element of any production system. The frequency and length of delays impact heavily on the production and economic efficiency of these systems. Machining processes in wood industry are particularly vulnerable to productive and non-productive delays. Whereas, traditional manufacturing industries usually operate on homoge...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2020
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2019.2956737