Lifting Markov chains to speed up mixing

DOI10.1145/301250.301315zbMath1345.60075OpenAlexW1985215886MaRDI QIDQ2819554

Igor Pak, Fang Chen

Publication date: 29 September 2016

Published in: Proceedings of the thirty-first annual ACM symposium on Theory of Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/301250.301315

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (22)

Analysis of a nonreversible Markov chain sampler. ⋮ Fast mixing of a randomized shift-register Markov chain ⋮ Sparse hard-disk packings and local Markov chains ⋮ Lifting for Simplicity: Concise Descriptions of Convex Sets ⋮ Nonreversible Jump Algorithms for Bayesian Nested Model Selection ⋮ Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains ⋮ Non-reversible Metropolis-Hastings ⋮ Some things we've learned (about Markov chain Monte Carlo) ⋮ Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance ⋮ On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations ⋮ Improved estimation of relaxation time in nonreversible Markov chains ⋮ Irreversible Monte Carlo algorithms for efficient sampling ⋮ Tight bounds for mixing of the Swendsen-Wang algorithm at the Potts transition point ⋮ Using Bernoulli maps to accelerate mixing of a random walk on the torus ⋮ On the convergence time of some non-reversible Markov chain Monte Carlo methods ⋮ Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler ⋮ Quantum mixing of Markov chains for special distributions ⋮ Markov chain mixing time on cycles ⋮ Characterizing limits and opportunities in speeding up Markov chain mixing ⋮ Bounds on lifting continuous-state Markov chains to speed up mixing ⋮ Approximate lumpability for Markovian agent-based models using local symmetries ⋮ Irreversible samplers from jump and continuous Markov processes

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