A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains

zbMath1206.15009arXiv0810.1127MaRDI QIDQ625577

Martin Nilsson Jacobi

Publication date: 17 February 2011

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.1127

zbMATH Keywords

aggregationMarkov chainmetastable statesstochastic matrixmodularitylumpingblock diagonal dominanceblock stochastic

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Related Items (3)

Spectral clustering for non-reversible Markov chains ⋮ Characterization of exact lumpability for vector fields on smooth manifolds ⋮ A probabilistic algorithm for aggregating vastly undersampled large Markov chains

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