Ergodicity coefficients for higher-order stochastic processes
SIAM Journal on Mathematics of Data Science, vol. 2, pp. 740–769, 2020
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in numerous application settings. In many cases of practical interest, these processes …
Extrapolation methods for fixed-point multilinear PageRank computations
Numerical Linear Algebra with Applications, vol. 27, pp. e2280, 2020
Nonnegative tensors arise very naturally in many applications that involve large and complex data flows. Due to the relatively small requirement in terms of memory storage and number of operations per step, the (shifted) higher-order power method is one of the most commonly used technique for the computation of …
Euler-Richardson method preconditioned by weakly stochastic matrix algebras: a potential contribution to Pagerank computation
Electronic Journal of Linear Algebra, vol. 32, pp. 254–272, 2017
Let $S$ be a column stochastic matrix with at least one full row. Then $S$ describes a Pagerank-like random walk since the computation of the Perron vector $x$ of $S$ can be tackled by solving a suitable M-matrix linear system $Mx = y$, where $M = I − \tau A$, $A$ is a column stochastic matrix and $\tau$ is a positive …
A note on certain ergodicity coefficients
Special Matrices, vol. 3, pp. 175–185, 2015
We investigate two ergodicity coefficients $\phi_{|| \cdot ||}$ and $\tau_{n-1}$, originally introduced to bound the subdominant eigenvalues of nonnegative matrices. The former has been generalized to complex matrices in recent years and several properties for such generalized version have been shown so far. We provide …
A preconditioning approach to the PageRank computation problem
Linear Algebra and its Applications, vol. 435, pp. 2222–2246, 2011
Some spectral properties of the transition matrix of an oriented graph indicate the preconditioning of Euler-Richardson (ER) iterative scheme as a good way to compute efficiently the vertexrank vector associated with such graph. We choose the preconditioner from an algebra $\mathcal U$ of matrices, thereby obtaining an …