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 …
Shifted and extrapolated power methods for tensor $\ell^p$-eigenpairs
Electronic Transactions on Numerical Analysis (ETNA), vol. 53, pp. 1–27, 2020
This work is concerned with the computation of $\ell^p$-eigenvalues and eigenvectors of square tensors with $d$ modes. In the first part we propose two possible shifted variants of the popular (higher-order) power method for the computation of $\ell^p$-eigenpairs proving the convergence of both the schemes to the …