Comparison inequalities and fastest-mixing Markov chains (Q373832)
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English | Comparison inequalities and fastest-mixing Markov chains |
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Comparison inequalities and fastest-mixing Markov chains (English)
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25 October 2013
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From the authors' abstract: The authors introduce a new partial order on the class of stochastically monotone Markov kernels having a given stationary distribution on a given finite partially ordered state space. Using comparison inequalities together with specialized arguments to remove the stochastic monotonicity restriction, they answer a question of Persi Diaconis about fastest convergence among all symmetric birth-and-death kernels. They also use comparison inequalities for fastest-mixing Markov chains.
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Markov chains
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comparison inequalities
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fastest mixing
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stochastic monotonicity
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log-concave distributions
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birth-and-death chains
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