A Robust Spectral Method for Finding Lumpings and Meta Stable States of Non-Reversible Markov Chains
Artikel i vetenskaplig tidskrift, 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

Författare

Martin Nilsson Jacobi

Chalmers, Energi och miljö, Fysisk resursteori

Electronic Transactions on Numerical Analysis

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

Vol. 37 296-306

Ämneskategorier

Beräkningsmatematik

Mer information

Skapat

2017-10-06