Path coupling without contraction (Q2457299)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5206770
Language Label Description Also known as
default for all languages
No label defined
    English
    Path coupling without contraction
    scientific article; zbMATH DE number 5206770

      Statements

      Path coupling without contraction (English)
      0 references
      0 references
      0 references
      30 October 2007
      0 references
      A coupling for a \(\Omega \)-valued Markov chain is simply a joint evolution of two copies of the chain. The usual approach is to define an appropriate metric on \(\Omega \;\)and to show that each step of a suitable coupling produces a contraction in distance between any pair of states. The difficulty with applying this method, however, is that good couplings may not be easy to find, and can be difficult to analyze directly. The evolution of the coupling must be defined and analyzed for all pairs of states in the chain. Path coupling is a technique for simplifying the analysis of a coupling of a Markov chain. Rather than defining and analyzing the coupling on every pair in \(\Omega \times \Omega \), analysis is done on a smaller set \(S\subseteq \Omega \times \Omega \). If the coefficient of contraction \(\beta \) is strictly less than one, no further analysis is needed in order to show rapid mixing. However, if \(\beta =1\) then analysis (of the variance) is still required for all pairs in \(\Omega \times \Omega \) . The authors present a new approach which shows rapid mixing in the case \( \beta =1\) with a further condition which only needs to be checked for pairs in \(S\), greatly simplifying the work involved. They also present a technique applicable when \(\beta =1\) and their condition is not met.
      0 references
      Markov chain
      0 references
      Markov chain Monte Carlo
      0 references
      coupling
      0 references

      Identifiers