Lifting Markov chains to speed up mixing

DOI10.1145/301250.301315MaRDI QIDQ2819554zbMATH OpenOpenAlexFDO

Authors Fang Chen, Igor Pak, László Lovász

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)

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Cited in

(29)

• Improved estimation of relaxation time in nonreversible Markov chains
• Analysis of a nonreversible Markov chain sampler.
• Lifting for simplicity: concise descriptions of convex sets
• An asymptotic Peskun ordering and its application to lifted samplers
• Fast mixing of a randomized shift-register Markov chain
• Approximate lumpability for Markovian agent-based models using local symmetries
• On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
• Rapid mixing and Markov bases
• Markov chain mixing time on cycles
• Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
• Non-reversible Metropolis-Hastings
• Liftings of tree-structured Markov chains (extended abstract)
• Characterizing limits and opportunities in speeding up Markov chain mixing
• Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
• Diameters of symmetric and lifted simple exclusion models
• Robust Mixing
• 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
• Lifting Markov Chains to Random Walks on Groups
• Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance
• Irreversible samplers from jump and continuous Markov processes
• Rate of escape of the mixer chain
• Bounds on lifting continuous-state Markov chains to speed up mixing
• Nonreversible Jump Algorithms for Bayesian Nested Model Selection
• Quantum mixing of Markov chains for special distributions
• Some things we've learned (about Markov chain Monte Carlo)
• On the convergence time of some non-reversible Markov chain Monte Carlo methods
• Irreversible Monte Carlo algorithms for efficient sampling
• Sparse hard-disk packings and local Markov chains

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