Fast computation of stationary joint probability distribution of sparse Markov chains

DOI10.1016/j.apnum.2017.10.008zbMath1379.65005OpenAlexW2770040247MaRDI QIDQ1686210

Weiyang Ding, Michael Kwok-Po Ng, Yi-Min Wei

Publication date: 21 December 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2017.10.008

zbMATH Keywords

optimizationalgorithmMarkov chainsnumerical examplesiterative methodsjoint distributionsparsitymultilinear PageRank vectorsrank-one componenttruncated power method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Higher Order Extended Dynamic Mode Decomposition Based on the Structured Total Least Squares ⋮ On classification of states in higher order Markov chains ⋮ Truncated and sparse power methods with partially updating for large and sparse higher-order PageRank problems ⋮ Further results on Moore-Penrose inverses of tensors with application to tensor nearness problems

Uses Software

• GeneRank

Cites Work

• Markov chains. Models, algorithms and applications
• Random walk with restart: fast solutions and applications
• Perron-Frobenius theorem for nonnegative tensors
• Solving sparse non-negative tensor equations: algorithms and applications
• PageRank Beyond the Web
• A survey on the spectral theory of nonnegative tensors
• On the largest eigenvalue of a symmetric nonnegative tensor
• Further Results for Perron–Frobenius Theorem for Nonnegative Tensors II
• Multilinear PageRank
• Markov Chains and Stochastic Stability
• Deeper Inside PageRank
• Discrete-Time Markov Chains
• Using Linear Algebra for Intelligent Information Retrieval
• On the limiting probability distribution of a transition probability tensor
• Numerical Methods for Structured Markov Chains
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