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.
block diagonal dominance