8793

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Estimating the Principal Eigenvector of a Stochastic Matrix: Mirror Descent Algorithms via Game Approach With Application to PageRank Problem

ISBN/ISSN: 

ISSN: 0743-1546. Print ISBN: 978-1-4244-7745-6.

Наименование конференции: 

  • 49th IEEE Conference on Decision and Control (CDC-2010, Atlanta)

Наименование источника: 

  • Proceedings of the 49th IEEE Conference on Decision and Control (CDC-2010, Atlanta)

Обозначение и номер тома: 

DOI: 10.1109/CDC.2010.5717923

Город: 

  • Atlanta

Издательство: 

  • IEEE

Год издания: 

2010

Страницы: 

792-797
Аннотация
The problem of estimating the principal eigenvector related to the largest eigenvalue of a given (left) stochastic matrix A has many applications in ranking search results, multiagent consensus, networked control and data mining. The wellknown power method is a typical tool, but it modifies matrix and, therefore, the related solution. We propose and study both deterministic and randomized game algorithms based on Mirror Descent (MD) method which are intended for bounding the Euclidean norm residual _Ax−x_2 on the standard simplex in RN. We prove the explicit uniform upper bounds of type O( _ ln(N)/n) with arbitrary horizon n ≥ 1. They improve the similar earlier results with respect to n which have been proved for the squared norm residual, i.e. _Ax−x_22 . Numerical results for N = 100 illustrate the general decrease of the norm residual _A_xt −_xt_2 in time t and corroborate theoretical results.

Библиографическая ссылка: 

Назин А.В. Estimating the Principal Eigenvector of a Stochastic Matrix: Mirror Descent Algorithms via Game Approach With Application to PageRank Problem / Proceedings of the 49th IEEE Conference on Decision and Control (CDC-2010, Atlanta). Atlanta: IEEE, 2010. DOI: 10.1109/CDC.2010.5717923. С. 792-797.