Introducing User-Prescribed Constraints in Markov Chains for Nonlinear Dimensionality Reduction

DOI10.1162/NECO_A_01184MaRDI QIDQ5154157zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Purushottam D. Dixit

Publication date 1 October 2021

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.05096

zbMATH Keywords

constraintsMarkov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Parametric inference under constraints (62F30)

Abstract: Stochastic kernel based dimensionality reduction approaches have become popular in the last decade. The central component of many of these methods is a symmetric kernel that quantifies the vicinity between pairs of data points and a kernel-induced Markov chain on the data. Typically, the Markov chain is fully specified by the kernel through row normalization. However, in many cases, it is desirable to impose user-specified stationary-state and dynamical constraints on the Markov chain. Unfortunately, no systematic framework exists to impose such user-defined constraints. Here, we introduce a path entropy maximization based approach to derive the transition probabilities of Markov chains using a kernel and additional user-specified constraints. We illustrate the usefulness of these Markov chains with examples.

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