Sharp Entrywise Perturbation Bounds for Markov Chains

DOI10.1137/140987900zbMath1319.65009arXiv1410.1431OpenAlexW1926909847WikidataQ43213396 ScholiaQ43213396MaRDI QIDQ5265002

Brian van Koten, Jonathan Weare, Erik H. Thiede

Publication date: 21 July 2015

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.1431

zbMATH Keywords

sensitivity analysisMarkov chainsstochastic matricescondition numbersperturbation boundscomputational statistical physics

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (6)

Acute perturbation of the group inverse ⋮ Aggregation Methods for Computing Steady States in Statistical Physics ⋮ An Escape Time Formulation for Subgraph Detection and Partitioning of Directed Graphs ⋮ Optimizing Weighted Ensemble Sampling of Steady States ⋮ Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo ⋮ A Metric on Directed Graphs and Markov Chains Based on Hitting Probabilities

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