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A Robust Spectral Method for Finding Lumpings and Meta Stable States of Non-Reversible Markov Chains

Martin Nilsson Jacobi (Institutionen för energi och miljö, Fysisk resursteori)
Electronic Transactions on Numerical Analysis (1068-9613). Vol. 37 (2010), p. 296-306.
[Artikel, refereegranskad vetenskaplig]

A spectral method for identifying lumping in large Markov chains is presented. The identification of meta stable states is treated as a special case. The method is based on the spectral analysis of a self-adjoint matrix that is a function of the original transition matrix. It is demonstrated that the technique is more robust than existing methods when applied to noisy non-reversible Markov chains.

Nyckelord: Markov chain, stochastic matrix, metastable states, lumping, aggregation, modularity, block diagonal dominance, block stochastic, networks, dynamics, graphs



Denna post skapades 2011-03-21.
CPL Pubid: 138214

 

Institutioner (Chalmers)

Institutionen för energi och miljö, Fysisk resursteori

Ämnesområden

Tillämpad matematik

Chalmers infrastruktur