A Robust Spectral Method for Finding Lumpings and Meta Stable States of Non-Reversible Markov Chains
Journal article, 2010

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.

stochastic matrix

lumping

modularity

dynamics

block stochastic

metastable states

networks

block diagonal dominance

aggregation

graphs

Markov chain

Author

Martin Nilsson Jacobi

Chalmers, Energy and Environment, Physical Resource Theory

Other publications Research

Electronic Transactions on Numerical Analysis

1068-9613 (ISSN) 1097-4067 (eISSN)

Vol. 37 296-306

Subject Categories

Computational Mathematics

More information

Created

10/6/2017

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