Learning Markov Models Via Low-Rank Optimization

Keyphrases

• Non-convexity 100%
• Markov Model 100%
• Low-rank Optimization 100%
• Transition Model 66%
• M-estimator 33%
• Difference of Convex Functions 33%
• Number of States 33%
• System Optimization 33%
• Unknown Systems 33%
• Sequential Decision Making 33%
• Latent Structure 33%
• Statistical Rates 33%
• Large State Space 33%
• Nuclear Norm Minimization 33%
• Minimax Lower Bound 33%
• Rank Constraint 33%
• Programming Algorithm 33%
• Maximum Likelihood Estimation Method 33%
• Kullback-Leibler Divergence 33%
• Optimal Decision Making 33%
• Single Trajectory 33%

Mathematics

• Convex 100%
• Regularization 33%
• Maximum Likelihood 33%
• Minimax 33%
• Estimation Method 33%
• Total Number 33%
• Convex Function 33%
• M-Estimator 33%
• Superiority 33%