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  • Austin Benson - Spacey Random Walk : a Stochastic Process for Higher-order Data

  • Wednesday, May 11, 2016 2:00 PM - 3:00 PM EDT
    Felix Haas Hall, Rm. 111
    Purdue University

    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.

    Austin Benson is a Ph.D. student at Stanford University working with Jure Leskovec. His research focuses on network science, matrix computations, and data mining. He is the recipient of a Stanford Graduate Fellowship and has interned at Google and Sandia National Labs.



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