A Robust Spectral Method for Finding Lumpings and Meta Stable States of Non-reversible Markov Chains
نویسنده
چکیده
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.
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تاریخ انتشار 2009