markov random walk
Partially labeled classification with Markov random walks
To classify a large number of unlabeled examples we combine a lim- ited number of labeled examples with a Markov random walk represen- tation over the unlabeled examples. We develop and compare several estimation criteria/algorithms suited to this representation. This includes in particular multi-way clas- sification with an average margin criterion which permits a closed form solution. The time scale of the random walk regularizes the representa- tion and can be set through a margin-based criterion favoring unambigu- ous classification. We also extend this basic regularization by adapting time scales for individual examples.
Markov Random Walk Representations with Continuous Distributions
Yeang, Chen-Hsiang, Szummer, Martin
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the data density. We relate this diffusion equation to a path integral and derive the corresponding path probability measure. The framework is useful for incorporating continuous data densities and prior knowledge.