Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime

DOI10.1016/J.JMAA.2020.124853MaRDI QIDQ1996146zbMATH OpenOpenAlexFDO

Authors Michael C. H. Choi

Publication date 3 March 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2020.124853

zbMATH Keywords

capacityhitting timemetastabilityMetropolis-Hastingsmixing timetunneling time

Mathematics Subject Classification ID

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

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Cites work

• About relaxation time of finite generalized Metropolis algorithms
• An extension of Peskun and Tierney orderings to continuous time Markov chains
• Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility
• Eigentime identity for asymmetric finite Markov chains
• Hitting time asymptotics for hard-core interactions on grids
• Low-temperature behavior of the multicomponent Widom-Rowlison model on finite square lattices
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Metastability and low lying spectra in reversible Markov chains
• Metastability for general dynamics with rare transitions: escape time and critical configurations
• Metastability of reversible finite state Markov processes
• Metastability. A potential-theoretic approach
• Metropolis-Hastings reversiblizations of non-reversible Markov chains
• Mixing and hitting times for finite Markov chains
• Mixing of the square plaquette model on a critical length scale
• Mixing times are hitting times of large sets
• On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
• On the essential features of metastability: Tunnelling time and critical configurations
• Optimum Monte-Carlo sampling using Markov chains
• Simulated annealing via Sobolev inequalities
• Some Inequalities for Reversible Markov Chains
• The eigentime identity for continuous-time ergodic Markov chains
• Tunneling behavior of Ising and Potts models in the low-temperature regime

Cited in

(1)

• On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations

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