Finding metastabilities in reversible Markov chains based on incomplete sampling
Konstantin Fackeldey, Amir Niknejad, Marcus Weber (2017)
Special Matrices
Similarity:
In order to fully characterize the state-transition behaviour of finite Markov chains one needs to provide the corresponding transition matrix P. In many applications such as molecular simulation and drug design, the entries of the transition matrix P are estimated by generating realizations of the Markov chain and determining the one-step conditional probability Pij for a transition from one state i to state j. This sampling can be computational very demanding. Therefore, it is a good...