• Corpus ID: 211677527

Accelerating Power Methods for Higher-order Markov Chains

@article{Yu2020AcceleratingPM,
  title={Accelerating Power Methods for Higher-order Markov Chains},
  author={Gaohang Yu and Yi Zhou and Laishui Lv},
  journal={arXiv: Optimization and Control},
  year={2020}
}
Higher-order Markov chains play a very important role in many fields, ranging from multilinear PageRank to financial modeling. In this paper, we propose three accelerated higher-order power methods for computing the limiting probability distribution of higher-order Markov chains, namely higher-order power method with momentum and higher-order quadratic extrapolation method. The convergence results are established, and numerical experiments are reported to show the efficiency of the proposed… 

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