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Efficient randomized algorithms for PageRank problem

In the paper we compare well known numerical methods of finding PageRank vector. We propose Markov Chain Monte Carlo method and obtain a new estimation for this method. We also propose a new method for PageRank problem based on the reduction of this problem to the matrix game. We solve this (sparse) matrix game with randomized mirror descent. It should be mentioned that we used non-standard randomization (in KL-projection) goes back to Grigoriadis-Khachiayn (1995).

preprint2016arXivOpen access
Alexander GasnikovDenis Dmitriev
Systems and ControlInformation Retrievalmath.OCNumerical Analysis
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Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Alexander GasnikovDenis Dmitriev

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