Markov Chain aggregation method

In summary: Dwork et al. propose sorting the elements by non-increasing x(i) values. To ensure that the process has a unique limiting distribution x, we use a "random jump": with probability \deltax > 0, we will choose a random element and move to this element (regardless of whether this element is preferred to the current element). In our experiments we have used \deltax= \frac{1}{7}, which is the value of \deltax that is often chosen in the literature for PageRank implementations.In summary, the paper discusses using a Markov process to rank search results from multiple engines. The process involves a uniform distribution of 30 results and a transition matrix that takes into account the preferences
  • #1
adohertyd
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I am using a Markov Chain to get the 10 best search results from the union of 3 different search engines. The top 10 results are taken from each engine to form a set of 30 results.

The chain starts at State x, a uniform distribution of set S = {1,2,3,...30}. If the current state is page i, select page j uniformly from the union of the results from each search engine. If the rank of j < rank of i in 2 of the 3 engines that rank both i and j, move to j. Else, remain at i.

I understand the above no problem. The sorting point is where I am stuck however. The paper I am using that explains this says:

This is known as a Markov process, where the transition matrix P has P(i, j) = [itex]\frac{1}{n}[/itex] if a majority of the input rankings prefer j to i, and P(i, i) = 1−Ʃj≠i P(i, j). Under certain conditions, this process has a unique (up to scalar multiples) limiting distribution x that satis es x = xP, where x(i) gives the fraction of time the process spends at element i. Dwork et al. propose sorting the elements by non-increasing x(i) values. To ensure that the process has a unique limiting distribution x, we use a "random jump": with probability [itex]\delta[/itex] > 0, we will choose a random element and move to this element (regardless of whether this element is preferred to the current element). In our experiments we have used  [itex]\delta[/itex]= [itex]\frac{1}{7}[/itex] , which is the value of [itex]\delta[/itex] that is often chosen in the literature for PageRank implementations.

Could someone please explain this to me in plain english because I am completely lost with it at this stage.
This paper can be found http://www.siam.org/proceedings/alenex/2009/alx09_004_schalekampf.pdf with this specific part on page 43.
 
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  • #2
Is this the part that you need explained?:

adohertyd said:
Under certain conditions, this process has a unique (up to scalar multiples) limiting distribution x that satises x = xP, where x(i) gives the fraction of time the process spends at element i.
 

FAQ: Markov Chain aggregation method

1. What is the Markov Chain aggregation method?

The Markov Chain aggregation method is a mathematical technique used to analyze and model complex systems. It involves breaking down a system into smaller components and determining the probability of transitioning between each component over time.

2. How does the Markov Chain aggregation method work?

The Markov Chain aggregation method uses a series of states and transition probabilities to represent a system's behavior. The states represent the different possible conditions of the system, while the transition probabilities indicate the likelihood of moving from one state to another.

3. What are the applications of the Markov Chain aggregation method?

The Markov Chain aggregation method has many practical applications, including financial modeling, epidemiology, and computer science. It is often used to analyze systems with a large number of variables and complex relationships.

4. What are the limitations of the Markov Chain aggregation method?

One limitation of the Markov Chain aggregation method is that it assumes the system being studied is in a steady-state, meaning that the probabilities of transitioning between states do not change over time. In reality, many systems are dynamic and may not meet this assumption.

5. How can the accuracy of the Markov Chain aggregation method be improved?

The accuracy of the Markov Chain aggregation method can be improved by using more detailed data and increasing the number of states and transition probabilities in the model. Regularly updating and validating the model with new data can also help improve its accuracy.

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