Article ID Journal Published Year Pages File Type
4599575 Linear Algebra and its Applications 2014 15 Pages PDF
Abstract

We prove that heat-bath chains (which we define in a general setting) have no negative eigenvalues. Two applications of this result are presented: one to single-site heat-bath chains for spin systems and one to a heat-bath Markov chain for sampling contingency tables. Some implications of our main result for the analysis of the mixing time of heat-bath Markov chains are discussed. We also prove an alternative characterisation of heat-bath chains, and consider possible generalisations.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
, , ,