mixing timeWe address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on contraction with respect to total variation. ...
Since the publication of the first edition, the field of mixing times has continued to enjoy rapid expansion. In particular, many of the open problems posed in the first edition have been solved. The book has been used in courses at numerous universities, motivating us to update it. In the...
373.3.GlauberDynamics40Exercises44Notes44Chapter4.IntroductiontoMarkovChainMixing474.1.TotalVariationDistance47vviCONTENTS4.2.CouplingandTotalVariationDistance494.3.TheConvergenceTheorem524.4.StandardizingDistancefromStationarity534.5.MixingTime554.6.MixingandTimeReversal554.7.ErgodicTheorem*58Exercises59Notes60Chapter5....
Mixing Time for a Markov Chain on Cladograms(曲线图上马尔可夫链的混合时间),Mixing Time for a Markov Chain on Cladograms(曲线图上马尔可夫链的混合时间),Mixing,Time,for,a,Markov,Chain,on君,已阅读到文档的结尾了呢~~ 立即下载 相似精选,再来一篇 ...
A Markov chain (discrete-time Markov chain or DTMC[1]), named after Andrey Markov, is a random process that undergoes transitions from one state to another on a state space. It must possess a property that is usually characterized as "memoryless": the probability distribution of the next ...
Markov Chain Monte CarloSNRinteger least-square optimization problemsinteger least-square problemslattice structureIn this paper, we study the mixing time of Markov Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems. It is found that the mixing time of MCMC for integer ...
Determine Asymptotic Behavior of Markov Chain Compute the stationary distribution of a Markov chain, estimate its mixing time, and determine whether the chain is ergodic and reducible. Compare Markov Chain Mixing Times Compare the estimated mixing times of several Markov chains with different structures...
Biometrika, 1973, 60: 607–612 Markov chains: Ergodicity, quasi-stationarity and asymmetry Yonghua Mao Abstract Based on the first hitting time or return time, we review the development of Markov chain in the study of stationarity, quasi-stationarity and asymmetry. These topics include: (1) ...
Chapter 4． Introduction to Markov Chain Mixing 4．1． Total Variation Distance 4．2． Coupling and Total Variation Distance 4．3． The Convergence Theorem 4．4． Standardizing Distance from Stationarity 4．5． Mixing Time 4．6． Mixing and Time Reversal 4．7． Ergodic Theorem* Exercises...