A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains
Numerical Analysis
2010-02-19 v3
Abstract
A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on 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.
Keywords
Cite
@article{arxiv.0810.1127,
title = {A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains},
author = {Martin Nilsson Jacobi},
journal= {arXiv preprint arXiv:0810.1127},
year = {2010}
}
Comments
10 pages, 7 figures