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arXiv · 2005.00337

State aggregations in Markov chains and block models of networks

Mauro Faccin·Michael T. Schaub·Jean-Charles Delvenne
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Abstract

We consider state-aggregation schemes for Markov chains from an information-theoretic perspective. Specifically, we consider aggregating the states of a Markov chain such that the mutual information of the aggregated states separated by T time steps is maximized. We show that for T = 1 this approach recovers the maximum-likelihood estimator of the degree-corrected stochastic block model as a particular case, thereby enabling us to explain certain features of the likelihood landscape of this popular generative network model from a dynamical lens. We further highlight how we can uncover coherent, long-range dynamical modules for which considering a time-scale T >> 1 is essential, using synthetic flows and real-world ocean currents, where we are able to recover the fundamental features of the surface currents of the oceans.

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Mauro Faccin, Michael T. Schaub, Jean-Charles Delvenne. 2021-08-20. State aggregations in Markov chains and block models of networks. https://doi.org/10.1103/physrevlett.127.078301

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