An SVD approach to identifying metastable states of Markov chains

MaRDI QIDQ836734zbMATH OpenFDO

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, http://www.emis.de/journals/ETNA/vol.29.2007-2008/pp46-69.dir/pp46-69.html

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

zbMATH Keywords

Markov chainnumerical examplessingular value decompositioneigenvectorsalgorithmeigenvalue clusterstochastic matrixblock diagonal dominancemetastableconformation 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)

Recommendations

• On an SVD-based algorithm for identifying meta-stable states of Markov chains
• Clusters in Markov chains via singular vectors of Laplacian matrices
• Finding metastabilities in reversible Markov chains based on incomplete sampling
• Metastability and small eigenvalues in Markov chains
• Spectral clustering for non-reversible Markov chains

Cited in

(11)

• 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

Describes a project that uses

Uses Software

• JDQZ
• ARPACK
• TMG
• JDQR

This page was built for publication: An SVD approach to identifying metastable states of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q836734)