On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints
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Publication:1660636
DOI10.1214/17-AOP1230zbMath1430.60061arXiv1605.08122WikidataQ129687035 ScholiaQ129687035MaRDI QIDQ1660636
Publication date: 16 August 2018
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.08122
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Related Items (4)
Mixing of the averaging process and its discrete dual on finite-dimensional geometries ⋮ Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure ⋮ New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains ⋮ Fast and memory-optimal dimension reduction using Kac's walk
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