A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains

Details A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains A robust spectral method for finding lumpings and meta stable states of non-reversible Markov chains

2008-10-07

arxiv.org/abs/0810.1127v3

Mathematics

Numerical Analysis

10 pages, 7 figures

Scientific paper

A spectral method for identifying lumping in large Markov chains is presented. Identification of meta stable states is treated as a special case. The method is based on spectral analysis of a self-adjoint matrix that is a function of the original transition matrix. It is demonstrated that the technique is more robust than existing methods when applied to noisy non-reversible Markov chains.

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