Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4599575 | Linear Algebra and its Applications | 2014 | 15 Pages |
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
Martin Dyer, Catherine Greenhill, Mario Ullrich,