Fast computation of stationary joint probability distribution of sparse Markov chains

DOI10.1016/J.APNUM.2017.10.008MaRDI QIDQ1686210zbMATH OpenOpenAlexFDO

Authors Weiyang Ding, Michael Ng, Yimin 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

optimizationnumerical examplessparsityalgorithmMarkov chainsiterative methodsjoint distributionmultilinear 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)

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Cites work

• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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• Discrete-Time Markov Chains
• Further Results for Perron–Frobenius Theorem for Nonnegative Tensors II
• Markov Chains and Stochastic Stability
• Markov chains. Models, algorithms and applications
• Multilinear PageRank
• Numerical Methods for Structured Markov Chains
• On the largest eigenvalue of a symmetric nonnegative tensor.
• On the limiting probability distribution of a transition probability tensor
• PageRank beyond the web
• Perron-Frobenius theorem for nonnegative tensors
• Probability, Markov chains, queues, and simulation. The mathematical basis of performance modeling.
• Random walk with restart: fast solutions and applications
• Solving sparse non-negative tensor equations: algorithms and applications
• Using Linear Algebra for Intelligent Information Retrieval

Cited in

(6)

• Further results on Moore-Penrose inverses of tensors with application to tensor nearness problems
• 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
• Higher Order Extended Dynamic Mode Decomposition Based on the Structured Total Least Squares
• Sparse Markov chains for sequence data
• Assigning stationary distributions to sparse stochastic matrices

Describes a project that uses

Uses Software

• GeneRank

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