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math.NA2020★ 8 cited
Error bounds for dynamical spectral estimation
Robert J. Webber, Erik H. Thiede, Douglas Dow +2
Dynamical spectral estimation is a well-established numerical approach for estimating eigenvalues and eigenfunctions of the Markov transition operator from trajectory data. Althoug…
math.NA2014
Sharp entrywise perturbation bounds for Markov chains
Erik Thiede, Brian Van Koten, Jonathan Weare
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others…