How Can Markov Models Be Used to Compare Transition State Matrices?

  • Thread starter Thread starter fsteveb
  • Start date Start date
  • Tags Tags
    Compare Matrices
fsteveb
Messages
3
Reaction score
0
I have a problem where I get 3 or 4x4 matrices and I'd like to compare them. The matrices are transition states so markov models are applicable, but I can't find anything about how to compare the matrices for similarity. One solution that has been done is to agv the diagonal, but since the 4,4 element is always zero, your only using 3 numbers of the 16 and throwing the rest away. The determinant has no correlation between the system so can't be used since it is too affected by single value changes. Does anyone know of another method I might be able to use?
Steve Brailsford
 
Physics news on Phys.org
I would use eigenvalues. If the processes don't have any absorbing states then the eigenvectors corresponding to eigenvector 1 is the stationary state.
 

Thread 'Here's a Statistics problem for game of Polo (or Hockey if you like)'

Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
View full post »

Thread 'Roulette wheel physics and probability'

Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
View full post »

Similar threads

The infinite limits of the probability transition matrix for Markov chain
Replies
24
Views
4K
Can any one clear me the concept of hidden markov model?
Replies
2
Views
2K
Can you Combinie two transition probability matrices?
2
Replies
65
Views
19K
Understanding Conditional Expectation, Variance, and Precision Matrices
Replies
0
Views
723
MHB How Can Uniform Random Variables Simulate a Markov Chain?
Replies
3
Views
2K
A The Blessings of Dimensionality and Hilbert's 6th Problem
Replies
4
Views
2K
I Direct limit of multiverse models of ZFC
Replies
2
Views
2K
A 2D space and 1D time evolution of a random field
Replies
5
Views
2K
A Diagonalization of 2x2 Hermitian matrices using Wigner D-Matrix
Replies
4
Views
4K
Markov Chain aggregation method
Replies
1
Views
2K

Hot Threads

Recent Insights

Back
Top