On an SVD-based algorithm for identifying meta-stable states of Markov chains

zbMATH Open1321.65056MaRDI QIDQ2447342FDOQ2447342

Authors: Ryan M. Tifenbach 

Publication date: 25 April 2014

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

Full work available at URL: http://www.emis.de/journals/ETNA/vol.38.2011/pp17-33.dir/pp17-33.html

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• An SVD approach to identifying metastable states of Markov chains
• Metastable Markov chains
• scientific article; zbMATH DE number 4072333
• Metastability and low lying spectra in reversible Markov chains
• Metastability of reversible finite state Markov processes

zbMATH Keywords

singular value decompositionMarkov chainsconformation dynamics

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Eigenvalues, singular values, and eigenvectors (15A18) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

Cited In (6)

• An SVD approach to identifying metastable states of Markov chains
• Clusters in Markov chains via singular vectors of Laplacian matrices
• Clustering behaviour in Markov chains with eigenvalues close to one
• A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains
• Finding metastabilities in reversible Markov chains based on incomplete sampling
• Spectral clustering for non-reversible Markov chains

This page was built for publication: On an SVD-based algorithm for identifying meta-stable states of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447342)