Optimality conjecture for the natural orthogonal complement in hidden Markov model reduction

Let cmathcalEcperpcmathcal{E}_cperp be the natural orthogonal-complement effective subspace defined above, and let coverlinepcoverline{\bm p} be the vector defined in Corollary corresponding to cmathcalEcperpcmathcal{E}_cperp. For any other completion cmathcalEcmathcal{E} and any non-negative vector cbmwcbm w, consider the reduced algebras obtained by the operation alg(p1E)\operatorname{alg}(\overline{\bm p}^{-1}\wedge\mathcal{E}_\perp) and alg(w1E)\operatorname{alg}(\bm w^{-1}\wedge\mathcal{E}). Optimality conjecture. The natural orthogonal complement gives a reduced model of minimal dimension, namely

dim(E)dim(alg(p1E))dim(alg(w1E)).\dim(\mathcal{E}_\perp)\leq\dim(\operatorname{alg}(\overline{\bm p}^{-1}\wedge\mathcal{E}_\perp))\leq\dim(\operatorname{alg}(\bm w^{-1}\wedge\mathcal{E})).

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).

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