Skip to:

CME 510: Linear Algebra Optimization Seminar

Speaker: Austin Benson

Title: The Spacey Random Walk: a Stochastic Process for Higher-order Data
Abstract: Recent work on eigenvalues of hypermatrices and tensors has generated an algebraic analogue of the stationary distribution vector for a Markov chain. We show that this tensor eigenvector corresponds to the stationary distribution of a new stochastic process called a spacey random walk; it is a hybrid of a higher-order Markov chain and a vertex-reinforced random walk. Our insight provides a solid probabilistic foundation for these tensor eigenvectors, their interpretation, and their application to data problems with higher-order structure.
Michael Saunders
Thursday, March 3, 2016 -
4:30pm to 5:45pm