Optimality conjecture for the natural orthogonal complement in hidden Markov model reduction
Optimality conjecture for the natural orthogonal complement in hidden Markov model reduction
Let be the natural orthogonal-complement effective subspace defined above, and let be the vector defined in Corollary corresponding to . For any other completion and any non-negative vector , consider the reduced algebras obtained by the operation and . Optimality conjecture. The natural orthogonal complement gives a reduced model of minimal dimension, namely
This conjecture asserts that the natural orthogonal-complement choice is optimal among the possible effective subspaces and non-negative completion vectors, based on the analytical and numerical examples examined in the paper. Its resolution is not supplied in the given text.
Sources & referencesView supporting material
Primary source
Tommaso Grigoletto and Francesco Ticozzi, “Algebraic Reduction of Hidden Markov Models”, arXiv:2208.05968 (2023).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.