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.
References
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
No solutions have been posted yet.