Lifting Markov chains to speed up mixing

From MaRDI portal
Publication:2819554


DOI10.1145/301250.301315zbMath1345.60075MaRDI QIDQ2819554

Igor Pak, Fang Chen, 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


60J22: Computational methods in Markov chains

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)


Related Items

Lifting for Simplicity: Concise Descriptions of Convex Sets, Nonreversible Jump Algorithms for Bayesian Nested Model Selection, Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains, Quantum mixing of Markov chains for special distributions, Approximate lumpability for Markovian agent-based models using local symmetries, Fast mixing of a randomized shift-register Markov chain, Improved estimation of relaxation time in nonreversible Markov chains, Using Bernoulli maps to accelerate mixing of a random walk on the torus, Non-reversible Metropolis-Hastings, Some things we've learned (about Markov chain Monte Carlo), Irreversible Monte Carlo algorithms for efficient sampling, Markov chain mixing time on cycles, Bounds on lifting continuous-state Markov chains to speed up mixing, Analysis of a nonreversible Markov chain sampler., Characterizing limits and opportunities in speeding up Markov chain mixing, Sparse hard-disk packings and local Markov chains, On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations, On the convergence time of some non-reversible Markov chain Monte Carlo methods, Irreversible samplers from jump and continuous Markov processes, Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance, Tight bounds for mixing of the Swendsen-Wang algorithm at the Potts transition point, Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler