Clustering in Block Markov Chains

Markov Chains and Spectral Clustering

The importance of Markov chains in modeling diverse systems, including biological, physical, social and economic systems, has long been known and is well documented. More recently, Markov chains have proven to be effective when applied to internet search engines such as Google’s PageRank model [7], and in data mining applications wherein data trends are sought. It is with this type of Markov ch...

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

Regenerative block empirical likelihood for Markov chains

Approximate regenerative-block bootstrap for Markov chains

Markov chains on orthogonal block structures

In this paper we define a particular Markov chain on some combinatorial structures called orthogonal block structures. These structures include, as a particular case, the poset block structures, which can be naturally regarded as the set on which the generalized wreath product of permutation groups acts as the group of automorphisms. In this case, we study the associated Gelfand pairs together ...