On clusters in markov chains

  • Authors:
  • Nir Ailon;Steve Chien;Cynthia Dwork

  • Affiliations:
  • Princeton University, Princeton, NJ;Microsoft Research, Mountain View, CA;Microsoft Research, Mountain View, CA

  • Venue:
  • LATIN'06 Proceedings of the 7th Latin American conference on Theoretical Informatics
  • Year:
  • 2006

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Abstract

Motivated by the computational difficulty of analyzing very large Markov chains, we define a notion of clusters in (not necessarily reversible) Markov chains, and explore the possibility of analyzing a cluster “in vitro,” without regard to the remainder of the chain. We estimate the stationary probabilities of the states in the cluster using only transition information for these states, and bound the error of the estimate in terms of parameters measuring the quality of the cluster. Finally, we relate our results to searching in a hyperlinked environment, and provide supporting experimental results.