Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques

DOI10.1307/MMJ/1030132713MaRDI QIDQ5954556zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Arun Ram

Publication date 4 February 2002

Published in Michigan Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0401318

zbMATH Keywords

convergence ratestationary distributiontotal variation normfinite Coxeter groupMallows modelsshort and long systematic scan

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Hecke algebras and their representations (20C08)

Abstract: Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques

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Cited in

(45)

• Sampling and learning Mallows and generalized Mallows models under the Cayley distance
• A differential model for the deformation of the Plancherel growth process
• Thermodynamic limit for the Mallows model on \(S_n\)
• Lengths of monotone subsequences in a Mallows permutation
• Mallows permutations and finite dependence
• Fast mixing of a randomized shift-register Markov chain
• Lumpings of algebraic Markov chains arise from subquotients
• Hopf algebras and Markov chains: two examples and a theory
• Regenerative random permutations of integers
• Limit theorems for longest monotone subsequences in random Mallows permutations
• Cutoff profile of the metropolis biased card shuffling
• The two-sided infinite extension of the Mallows model for random permutations
• Time inhomogeneous Markov chains with wave-like behavior
• On the cycle structure of Mallows permutations
• Hypergroup deformations and Markov chains
• Double coset Markov chains
• A central limit theorem for descents of a Mallows permutation and its inverse
• On adding a list of numbers (and other one-dependent determinantal processes)
• Systematic scan for sampling colorings
• Cutoff profile of ASEP on a segment
• An algebraic approach to Erdős-Ko-Rado sets of flags in spherical buildings
• Phase uniqueness for the Mallows measure on permutations
• Cycles in Mallows random permutations
• Mixing time of the card-cyclic-to-random shuffle
• Statistical enumeration of groups by double cosets
• The efficient computation of Fourier transforms on semisimple algebras
• Random walks on the BMW monoid: an algebraic approach
• A Local Limit Theorem for Random Walks on the Chambers of Ã2 Buildings
• Estimation in exponential families on permutations
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
• The height of Mallows trees
• Some Hecke algebra products and corresponding random walks.
• q-exchangeability via quasi-invariance
• A probabilistic interpretation of the Macdonald polynomials
• The length of the longest increasing subsequence of a random Mallows permutation
• Hit and run as a unifying device
• Mixing times of the biased card shuffling and the asymmetric exclusion process
• Matrix norms and rapid mixing for spin systems
• The Markov chain Monte Carlo revolution
• On systematic scan for sampling \(H\)-colorings of the path
• Mallows permutations as stable matchings
• Mallows product measure
• Separation cut-offs for birth and death chains
• Some things we've learned (about Markov chain Monte Carlo)
• A geometric interpretation of the Metropolis-Hastings algorithm.

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