Optimal bounded-degree approximations of joint distributions of networks of stochastic processes
Christopher J. Quinn, Ali Pınar, Negar Kiyavash · 2013
We propose two algorithms to identify approximations for joint distributions of networks of stochastic processes. The approximations correspond to low-complexity network structures - connected, directed graphs with bounded indegree. The first algorithm identifies an optimal approximation in terms of KL divergence. The second efficiently finds a near-optimal approximation. Sufficient conditions are introduced to guarantee near-optimality.