کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155818 | 958774 | 2011 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Markov chain mixing time on cycles
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Mixing time quantifies the convergence speed of a Markov chain to the stationary distribution. It is an important quantity related to the performance of MCMC sampling. It is known that the mixing time of a reversible chain can be significantly improved by lifting, resulting in an irreversible chain, while changing the topology of the chain. We supplement this result by showing that if the connectivity graph of a Markov chain is a cycle, then there is an Ω(n2)Ω(n2) lower bound for the mixing time. This is the same order of magnitude that is known for reversible chains on the cycle.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 11, November 2011, Pages 2553–2570
Journal: Stochastic Processes and their Applications - Volume 121, Issue 11, November 2011, Pages 2553–2570
نویسندگان
Balázs Gerencsér,