{"title":"马尔可夫链谱理论教程。","authors":"Eddie Seabrook;Laurenz Wiskott","doi":"10.1162/neco_a_01611","DOIUrl":null,"url":null,"abstract":"Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically. This tutorial provides an in-depth introduction to Markov chains and explores their connection to graphs and random walks. We use tools from linear algebra and graph theory to describe the transition matrices of different types of Markov chains, with a particular focus on exploring properties of the eigenvalues and eigenvectors corresponding to these matrices. The results presented are relevant to a number of methods in machine learning and data mining, which we describe at various stages. Rather than being a novel academic study in its own right, this text presents a collection of known results, together with some new concepts. Moreover, the tutorial focuses on offering intuition to readers rather than formal understanding and only assumes basic exposure to concepts from linear algebra and probability theory. It is therefore accessible to students and researchers from a wide variety of disciplines.","PeriodicalId":54731,"journal":{"name":"Neural Computation","volume":null,"pages":null},"PeriodicalIF":2.7000,"publicationDate":"2023-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Tutorial on the Spectral Theory of Markov Chains\",\"authors\":\"Eddie Seabrook;Laurenz Wiskott\",\"doi\":\"10.1162/neco_a_01611\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically. This tutorial provides an in-depth introduction to Markov chains and explores their connection to graphs and random walks. We use tools from linear algebra and graph theory to describe the transition matrices of different types of Markov chains, with a particular focus on exploring properties of the eigenvalues and eigenvectors corresponding to these matrices. The results presented are relevant to a number of methods in machine learning and data mining, which we describe at various stages. Rather than being a novel academic study in its own right, this text presents a collection of known results, together with some new concepts. Moreover, the tutorial focuses on offering intuition to readers rather than formal understanding and only assumes basic exposure to concepts from linear algebra and probability theory. It is therefore accessible to students and researchers from a wide variety of disciplines.\",\"PeriodicalId\":54731,\"journal\":{\"name\":\"Neural Computation\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.7000,\"publicationDate\":\"2023-10-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Neural Computation\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://ieeexplore.ieee.org/document/10304671/\",\"RegionNum\":4,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Neural Computation","FirstCategoryId":"94","ListUrlMain":"https://ieeexplore.ieee.org/document/10304671/","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
A Tutorial on the Spectral Theory of Markov Chains
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically. This tutorial provides an in-depth introduction to Markov chains and explores their connection to graphs and random walks. We use tools from linear algebra and graph theory to describe the transition matrices of different types of Markov chains, with a particular focus on exploring properties of the eigenvalues and eigenvectors corresponding to these matrices. The results presented are relevant to a number of methods in machine learning and data mining, which we describe at various stages. Rather than being a novel academic study in its own right, this text presents a collection of known results, together with some new concepts. Moreover, the tutorial focuses on offering intuition to readers rather than formal understanding and only assumes basic exposure to concepts from linear algebra and probability theory. It is therefore accessible to students and researchers from a wide variety of disciplines.
期刊介绍:
Neural Computation is uniquely positioned at the crossroads between neuroscience and TMCS and welcomes the submission of original papers from all areas of TMCS, including: Advanced experimental design; Analysis of chemical sensor data; Connectomic reconstructions; Analysis of multielectrode and optical recordings; Genetic data for cell identity; Analysis of behavioral data; Multiscale models; Analysis of molecular mechanisms; Neuroinformatics; Analysis of brain imaging data; Neuromorphic engineering; Principles of neural coding, computation, circuit dynamics, and plasticity; Theories of brain function.