Spectral clustering for non-reversible Markov chains

DOI10.1007/s40314-018-0697-0zbMath1413.62082OpenAlexW2889323618MaRDI QIDQ1715692

A. Sikorski, Marcus Weber, Konstantin Fackeldey

Publication date: 29 January 2019

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-018-0697-0

zbMATH Keywords

Markov chainSchur decompositionspectral clusteringnon-reversible

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Uses Software

• Matlab

Cites Work

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