2012/06/21 by Anatoli Juditsky, Juditsky, Anatoli, Boris Polyak +1
Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #math.OC
paper · pdf · doi:10.48550/arxiv.1206.4897
arxiv created 2012/06/21 · arxiv updated 2012/06/22
We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen as a robust alternative to the standard PageRank technique. The robust eigenvector computation is reduced to a convex optimization problem. We also propose a simple algorithm for robust eigenvector approximation which can be viewed as a regularized power method with a special stopping rule.