Computing the nearest reversible Markov chain.

DOI10.1002/NLA.1967MaRDI QIDQ3466251zbMATH OpenOpenAlexFDO

Authors Adam Nielsen, Marcus Weber

Publication date 1 February 2016

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.1967

zbMATH Keywords

transition probabilitiesmatrix approximationspectral analysisMarkov chainsconvex minimization problemMarkov state modelreversible

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• Computing a nearest symmetric positive semidefinite matrix
• Matrix Analysis
• Metastability and Dominant Eigenvalues of Transfer Operators
• Robust Perron cluster analysis in conformation dynamics

Cited in

(6)

• Information geometry of reversible Markov chains
• On approximating the stationary distribution of time-reversible Markov chains
• On approximating the stationary distribution of time-reversible Markov chains
• A method for determining the reversibility of a Markov sequence
• Computing the minimal rebinding effect for nonreversible processes
• Mixed-integer programming for cycle detection in nonreversible Markov processes

Describes a project that uses

Uses Software

• Matlab

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