An SVD approach to identifying metastable states of Markov chains
zbMATH Open1171.15008MaRDI QIDQ836734FDOQ836734
Authors: David Fritzsche, Daniel B. Szyld, Elena Virnik, Volker Mehrmann 
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130560
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Markov chainnumerical examplessingular value decompositioneigenvectorsalgorithmeigenvalue clusterstochastic matrixblock diagonal dominancemetastableconformation dynamics
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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- Stable Computation of Probability Densities for Metastable Dynamical Systems
- A probabilistic algorithm for aggregating vastly undersampled large 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
- On an SVD-based algorithm for identifying meta-stable states of Markov chains
- Automatic identification of metastable conformations via self-organized neural networks
- Finding dominant structures of nonreversible Markov processes
- Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains
- Spectral clustering for non-reversible Markov chains
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