The mathematics of mixing things up

DOI10.1007/s10955-011-0284-xzbMath1227.82035MaRDI QIDQ644914

Persi Diaconis

Publication date: 7 November 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-011-0284-x

zbMATH Keywords

Markov chains; rates of convergence; cutoff phenomenon

Mathematics Subject Classification ID

82B26: Phase transitions (general) in equilibrium statistical mechanics

82B20: Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics

Related Items

The lumpability property for a family of Markov chains on poset block structures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analysis of casino shelf shuffling machines
• Critical Ising on the square lattice mixes in polynomial time
• Curvature, concentration and error estimates for Markov chain Monte Carlo
• Geometric analysis for the Metropolis algorithm on Lipschitz domains
• Nash inequalities for finite Markov chains
• Strong stationary times via a new form of duality
• Geometric bounds for eigenvalues of Markov chains
• Efficient Markovian couplings: Examples and counterexamples
• Gibbs sampling, exponential families and orthogonal polynomials
• Micro-local analysis for the Metropolis algorithm
• A simple proof of the Poincaré inequality for a large class of probability measures
• The cutoff phenomenon for ergodic Markov processes
• Trailing the dovetail shuffle to its lair
• An interruptible algorithm for perfect sampling via Markov chains
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Affine shuffles, shuffles with cuts, the Whitehouse module, and patience sorting
• Geometric ergodicity and perfect simulation
• Quasi-polynomial mixing of the 2D stochastic Ising model with ``plus boundary up to criticality
• A Gibbs sampler on the \(n\)-simplex
• Ricci curvature of metric spaces
• Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
• Logarithmic Sobolev inequalities for finite Markov chains
• A Better Way to Deal the Cards
• Asymptotic analysis of a random walk on a hypercube with many dimensions
• The Markov chain Monte Carlo revolution
• Strong stationary times and eigenvalues
• Time to Reach Stationarity in the Bernoulli–Laplace Diffusion Model
• Numerical Results for the Metropolis Algorithm
• Algorithms and Computation
• A Guide to Monte Carlo Simulations in Statistical Physics
• Random Walk and the Theory of Brownian Motion