2025
Laplace Transform Based Low-Complexity Learning of Continuous Markov Semigroups
Vladimir R Kostic, Karim Lounici, Hélène Halconruy, Timothée Devergne, Pietro Novelli, Massimiliano Pontil
ICML 2025poster
Markov processes serve as universal models for many real-world random processes. This paper presents a data-driven approach to learning these models through the spectral decomposition of the infinitesimal generator (IG) of the Markov semigroup. Its unbounded nature complicates traditional methods s…