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State-Aggregation

This project is implementing Duan, Y., Wang, M., Wen, Z., & Yuan, Y. (2020). Adaptive low-nonnegative-rank approximation for state aggregation of markov chains. SIAM Journal on Matrix Analysis and Applications, 41(1), 244-278. https://doi.org/10.1137/18M1220790

TO BE DONE:

  • clean up old code and provide examples

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Adaptive Non-negative Matrix Factorization

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