Markov chain Monte Carlo : metropolis and Glauber chains -- Introduction to Markov chain mixing -- Coupling -- Strong stationary times -- ··· (更多) 喜欢读"Markov Chains and Mixing Times"的人也喜欢 ··· Convex Optimization 9.6 The Elements of Statistical Learnin... 9.5 Machine ...
尤其是coupling这个技术,让人耳目一新。之前我没怎么接触过。 我的理解就是两个chain用了同一个randomness,最后完全相同所要的时间,是mixing time的... (展开) 1 0回应 > 更多书评 1篇 论坛 ··· 在这本书的论坛里发言 + 加入购书单 这本书的其他版本 ··· ( 全部2 ) American Mathematical...
2．7． Random Walks on Z and Reflection Principles Exercises Notes Chapter 3． Markov Chain Monte Carlo： Metropolis and Glauber Chains 3．1． Introduction 3．2． Metropolis Chains 3．3． Glauber Dynamics Exercises Notes Chapter 4． Introduction to Markov Chain Mixing 4．1． Total Variatio...
摘要: Many phenomena that can be observed in the setting of finite graphs also of several moderntechniques and examples, including evolving sets, the cutoff phenomenon, lamplighter chains Finite Markov Chains A finite Markov chain is a process which moves among the elements关键词: Markov processes ...
关于Markov链与混合时间=Markov Chains and Mixing Times:英文的作者(美)大卫.A.;来文(David A. Levin),(以)尤瓦尔.佩雷斯(Yuval Peres),(美)伊丽莎白.L.威尔默(Elizabeth .L.Wilmer)著在高等教育出版社
Markov Chains and Mixing Times 2024 pdf epub mobi 电子书 图书描述 This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the...
David A. Levin, Yuval Peres, and Elizabeth L. Wilmer. Markov Chains and Mixing Times. AMS, 2009.David A. Levin, Yuval Peres, and Elizabeth L. Wilmer. Markov Chains and Mixing Times. American Mathematical Society, 2008.Levin, David A.; Peres, Yuval; Wilmer, Elizabeth L. Markov chains ...
Geometric bounds on the fastest mixing Markov chain Article Open access 30 January 2024 Mixing times and hitting times for general Markov processes Article Open access 09 October 2023 Mixing time of the Chung–Diaconis–Graham random process Article 10 October 2020 References...
Markov chain and Mixing time second edition 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 ...