Clusters in Markov chains via singular vectors of Laplacian matrices

被引：0
|
作者：
Cole, Sam [1 ]
Kirkland, Steve [2 ]
机构：
[1] NielsenIQ, Chicago, IL 60606 USA
[2] Univ Manitoba, Dept Math, Winnipeg, MB, Canada
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2023年 / 660卷
基金：
加拿大自然科学与工程研究理事会;
关键词：
Markov chain; Stochastic matrix; Cluster; Left singular vector; Laplacian matrix; Contents; ALGORITHM; SUBSPACE; STATES;
D O I：
10.1016/j.laa.2022.11.015
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Suppose that T is a stochastic matrix. We propose an algo-rithm for identifying clusters in the Markov chain associated with T. The algorithm is recursive in nature, and in order to identify clusters, it uses the sign pattern of a left singular vec-tor associated with the second smallest singular value of the Laplacian matrix I-T. We prove a number of results that jus-tify the algorithm's approach, and illustrate the algorithm's performance with several numerical examples.(c) 2022 Elsevier Inc. All rights reserved.
引用
收藏
页码：1 / 39
页数：39
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