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

MaRDI QIDQ2447342zbMATH OpenFDO

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

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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)

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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

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